User’s Guide : Advanced Single Equation Analysis : The Log Likelihood (LogL) Object : References
  
References
Bollerslev, Tim, Robert F. Engle and Daniel B. Nelson (1994). “ARCH Models,” Chapter 49 in Robert F. Engle and Daniel L. McFadden (eds.), Handbook of Econometrics, Volume 4, Amsterdam: Elsevier Science B.V.
Engle, Robert F. and K. F. Kroner (1995). “Multivariate Simultaneous Generalized ARCH,” Econometric Theory, 11, 122-150.
Greene, William H. (2008). Econometric Analysis, 6th Edition, Upper Saddle River, NJ: Prentice-Hall.
Hamilton, James D. (1994). Time Series Analysis, Princeton University Press.
Judge, George G., W. E. Griffiths, R. Carter Hill, Helmut Lütkepohl, and Tsoung-Chao Lee (1985). The Theory and Practice of Econometrics, 2nd edition, New York: John Wiley & Sons.
Nelson, Daniel B. (1991). “Conditional Heteroskedasticity in Asset Returns: A New Approach,” Econometrica, 59, 347–370.
Quandt, Richard E. (1988). The Econometrics of Disequilibrium, Oxford: Blackwell Publishing Co.
Vuong, Q. H. (1989). “Likelihood Ratio Tests for Model Selection and Non-Nested Hypotheses,” Econometrica, 57, 307–333.