Consistent pseudo-maximum likelihood estimators and groups of transformations

Saved in:

Authors and Corporations:

Gouriéroux, Christian (Author), Monfort, Alain (Author), Zakoïan, Jean-Michel (Author)

Other Authors:

Monfort, Alain 1943- [Author] • Zakoïan, Jean-Michel 1962- [Author]

Edition:

Revised version, June 2018

Type of Resource:

E-Book

Language:

English

published:

[Palaiseau] Centre de recherche en economie et statistique [2018]

Series:

Subjects:

Pseudo-Maximum Likelihood

Transformation Model

Identification

Consistency

Stochastic Volatility

Conditional Heteroskedasticity

Spatial Interactions

Graue Literatur

Source:

Verbunddaten SWB
Lizenzfreie Online-Ressourcen

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