Composite indirect inference with application to corporate risks

Saved in:

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:

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

Parent items:
Centre de recherche en économie et statistique: Série des documents de travail