✦ LIBER ✦

Pseudo-likelihood estimation in ARCH models

✍ Scribed by Kanchan Mukherjee

Publisher: John Wiley and Sons
Year: 2006
Tongue: French
Weight: 918 KB
Volume: 34
Category: Article
ISSN: 0319-5724
DOI: 10.1002/cjs.5550340210

No coin nor oath required. For personal study only.

📜 SIMILAR VOLUMES

Pseudo-empirical likelihood estimation u

Pseudo-empirical likelihood estimation using nonparametric regression

✍ M. Rueda; J.F. Muñoz 📂 Article 📅 2009 🏛 Elsevier Science 🌐 English ⚖ 458 KB

Pseudo-empirical likelihood estimation of the population mean is considered. A nonparametric regression theory is proposed, to provide the fitted values on which to calibrate, and the common model misspecification problem is therefore addressed. Results derived from empirical studies show that the p

On pseudo maximum likelihood estimation

On pseudo maximum likelihood estimation for multivariate time series models with conditional heteroskedasticity

✍ Shuangzhe Liu; Heinz Neudecker 📂 Article 📅 2009 🏛 Elsevier Science 🌐 English ⚖ 173 KB

Pseudo maximum likelihood estimation in

Pseudo maximum likelihood estimation in elliptical theory: Effects of misspecification

✍ Maia Berkane; Yutaka Kano; Peter M. Bentler 📂 Article 📅 1994 🏛 Elsevier Science 🌐 English ⚖ 771 KB

A framework for the comparison of maximu

A framework for the comparison of maximum pseudo-likelihood and maximum likelihood estimation of exponential family random graph models

✍ Marijtje A.J. van Duijn; Krista J. Gile; Mark S. Handcock 📂 Article 📅 2009 🏛 Elsevier Science 🌐 English ⚖ 365 KB

On the estimation of β-ARCH models

✍ Ouagnina Hili 📂 Article 📅 1999 🏛 Elsevier Science 🌐 English ⚖ 104 KB

A robust property of pseudo-likelihood e

A robust property of pseudo-likelihood estimation for count data

✍ C.B. Dean 📂 Article 📅 1993 🏛 Elsevier Science 🌐 English ⚖ 553 KB