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Consistent pseudo-maximum likelihood estimators

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Bibliographic Details
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:
Series: Centre de recherche en économie et statistique: Série des documents de travail ; no. 2017, 10
Subjects:
Pseudo-Likelihood
Composite Pseudo-Likelihood
Consistency
Big Data
ARCH Model
Normalized Data
Lie Group
Graue Literatur
Source: Verbunddaten SWB
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