Fourth order pseudo maximum likelihood methods
Year of publication: |
2011
|
---|---|
Authors: | Holly, Alberto ; Monfort, Alain ; Rockinger, Michael |
Published in: |
Journal of econometrics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-4076, ZDB-ID 184861-6. - Vol. 162.2011, 2, p. 278-293
|
Subject: | Maximum-Likelihood-Schätzung | Maximum likelihood estimation | Schätztheorie | Estimation theory |
-
Prediction of stock price movement using continuous time models
Sonono, Masimba E., (2015)
-
Application of maximum likelihood estimation to stochastic short rate models
Fergusson, Kevin, (2015)
-
Generalized selection bias and the decomposition of wage differentials
Yun, Myeong-Su, (1999)
- More ...
-
Fourth Order Pseudo Maximum Likelihood Methods
Holly, Alberto, (2008)
-
Fourth order pseudo maximum likelihood methods
Holly, Alberto, (2009)
-
Fourth order pseudo maximum likelihood methods
Holly, Alberto, (2010)
- More ...