Composite indirect inference with application to corporate risks

Bibliographic Details

Authors and Corporations:	Gouriéroux, Christian (Author), Monfort, Alain (Author)
Other Authors:	Monfort, Alain 1943- [Author]
Type of Resource:	E-Book
Language:	English
published:	[Palaiseau] Centre de recherche en economie et statistique [2016]
Series:	Centre de recherche en économie et statistique: Série des documents de travail ; no. 2016, 32
Subjects:	Indirect Inference Composite Likelihood Instrumental Model Pseudo Maximum Likelihood Yule-Walker Equation Corporate Risk Basel Regulation Asymptotic Single Risk Factor Graue Literatur
Source:	Verbunddaten SWB Lizenzfreie Online-Ressourcen