EFFICIENT SEMIPARAMETRIC ESTIMATION OF DURATION MODELS WITH UNOBSERVED HETEROGENEITY
| Year of publication: |
2007
|
|---|---|
| Authors: | Bearse, Peter ; Canals-Cerd, Jos ; Rilstone, Paul |
| Published in: |
Econometric Theory. - Cambridge University Press. - Vol. 23.2007, 02, p. 281-308
|
| Publisher: |
Cambridge University Press |
| Description of contents: | Abstract [journals.cambridge.org] |