Temporally local maximum likelihood with application to SIS model
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Publication:6140374
DOI10.1515/jtse-2022-0016arXiv2107.06971OpenAlexW3182332900MaRDI QIDQ6140374
Christian Gouriéroux, Joanna Jasiak
Publication date: 22 January 2024
Published in: Journal of Time Series Econometrics (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/2107.06971
bias reductionSIS modellogistic growthgeneralized linear modellocal maximum likelihoodomitted heterogeneityrolling estimatorultra long run
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