exponential family, which allows us to generalize the PML2 and QGPML1 methods proposed in Gourieroux, Monfort, and Trognon (1984 … parametric model, to avoid a risk of misspecification of the conditional distribution. The key statistical tool is the quartic …

exponential family, which allows us to generalize the PML2 and QGPML1 methods proposed in Gourieroux, Monfort, and Trognon (1984 … parametric model, to avoid a risk of misspecification of the conditional distribution. The key statistical tool is the quartic …

statistical tool here is the quartic exponential family, which allows us to generalize the PML2 and QGPML1 methods proposed in GMT …

statistical tool here is the quartic exponential family, which allows us to generalize the PML2 and QGPML1 methods proposed in GMT …