Consistent pseudo-maximum likelihood estimators

Saved in:

Authors and Corporations:

Gouriéroux, Christian (Author), Monfort, Alain (Author), Renault, Eric (Author)

Other Authors:

Monfort, Alain 1943- [Author] • Renault, Eric 1956- [Author]

Type of Resource:

E-Book

Language:

English

published:

[Palaiseau] Centre de recherche en economie et statistique [2016]

Series:

Subjects:

Pseudo-Likelihood

Composite Pseudo-Likelihood

Consistency

Big Data

ARCH Model

Normalized Data

Lie Group

Graue Literatur

Source:

Verbunddaten SWB
Lizenzfreie Online-Ressourcen

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