Consistent non-Gaussian pseudo maximum likelihood estimators (Q2280575): Difference between revisions

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+A comparison of mean-variance efficiency tests
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+Quasi-maximum likelihood estimation and inference in dynamic models with time-varying covariances
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+Constrained Indirect Estimation
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+Consistent Pseudo-Maximum Likelihood Estimators and Groups of Transformations
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+SEMIPARAMETRIC MULTIVARIATE VOLATILITY MODELS
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+Measures of multivariate skewness and kurtosis with applications
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+Asymptotic Bias for Quasi-Maximum-Likelihood Estimators in Conditional Heteroskedasticity Models
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+Semiparametric efficient adaptive estimation of asymmetric GARCH models
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+.1016/J.JECONOM.2019.05.017
@@ Property / DOI: 10.1016/J.JECONOM.2019.05.017 / rank @@
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