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subject:"Probability theory"
subject:"Time series analysis"
~isPartOf:"Annals of economics and statistics"
~person:"Gouriéroux, Christian"
~subject:"Cointegration"
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Probability theory
Time series analysis
Cointegration
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Composite Pseudo-Likelihood
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Gouriéroux, Christian
Monfort, Alain
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Annals of economics and statistics
Série des documents de travail / Centre de Recherche en Économie et Statistique
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Empirical economics. - 1990. - VI, 260 S. - Enth. 10 Beitr.
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Mélanges économiques : essais en l'honneur de Edmond Malinvaud
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Consistent pseudo-maximum likelihood estimators
Gouriéroux, Christian
;
Monfort, Alain
;
Renault, Eric
- In:
Annals of economics and statistics
125/126
(
2017
),
pp. 187-218
Persistent link: https://www.econbiz.de/10011744364
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