Consistent Pseudo-Maximum Likelihood Estimators and Groups of Transformations
Year of publication: |
2019
|
---|---|
Authors: | Gouriéroux, C. ; Monfort, A. ; Zakoïan, J-M. |
Published in: |
Econometrica. - The Econometric Society, ISSN 0012-9682, ZDB-ID 1477253-X. - Vol. 87.2019, 1, p. 327-345
|
Publisher: |
The Econometric Society |
Saved in:
Online Resource
Saved in favorites
Similar items by person
-
THE ASYMPTOTIC VARIANCE OF THE PSEUDO MAXIMUM LIKELIHOOD ESTIMATOR
Magnus, Jan R., (2007)
-
Pricing Default Events: Surprise, Exogeneity and Contagion.
Gouriéroux, C., (2013)
-
Regime Switching and Bond Pricing.
Gouriéroux, C., (2013)
- More ...