A Simple R-estimation method for semiparametric duration models
Marc Hallin, Davide La Vecchia
| Year of publication: |
2020
|
|---|---|
| Authors: | Hallin, Marc ; La Vecchia, Davide |
| Published in: |
Journal of econometrics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-4076, ZDB-ID 184861-6. - Vol. 218.2020, 2, p. 736-749
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| Subject: | Efficiency | Local asymptotic normality | Quasi-likelihood | Ranks | Unevenly spaced data | Schätztheorie | Estimation theory | Nichtparametrisches Verfahren | Nonparametric statistics | Ranking-Verfahren | Ranking method | Dauer | Duration |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.jeconom.2020.04.036 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012483179