Estimation of Dynamic Models with Nonparametric Simulated Maximum Likelihood
Year of publication: |
2008-11-25
|
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Authors: | Frederiksen, Per ; Nielsen, Frank S. |
Institutions: | School of Economics and Management, University of Aarhus |
Subject: | Temporal aggregation | semiparametric estimation | fractional integration | self-similarity | perturbed fractional processes |
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