EFFICIENT SEMIPARAMETRIC ESTIMATION OF DURATION MODELS WITH UNOBSERVED HETEROGENEITY
Year of publication: |
2007
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Authors: | Bearse, Peter ; Canals-Cerdá, José ; Rilstone, Paul |
Published in: |
Econometric theory. - Cambridge : Cambridge Univ. Press, ISSN 0266-4666, ZDB-ID 9016612. - Vol. 23.2007, 2, p. 281-308
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