Pseudo-variance quasi-maximum likelihood estimation of semi-parametric time series models
Year of publication: |
2023
|
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Authors: | Armillotta, Mirko ; Gorgi, Paolo |
Publisher: |
Amsterdam and Rotterdam : Tinbergen Institute |
Subject: | Double-bounded time series | integer-valued autoregressions | quasi-maximum likelihood |
Series: | Tinbergen Institute Discussion Paper ; TI 2023-054/III |
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Type of publication: | Book / Working Paper |
Type of publication (narrower categories): | Working Paper |
Language: | English |
Other identifiers: | 1865725560 [GVK] hdl:10419/282867 [Handle] RePEc:tin:wpaper:20230054 [RePEc] |
Classification: | C32 - Time-Series Models ; C52 - Model Evaluation and Testing ; c58 |
Source: |
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