EFFICIENT SEMIPARAMETRIC ESTIMATION OF DURATION MODELS WITH UNOBSERVED HETEROGENEITY
| Year of publication: |
2007
|
|---|---|
| Authors: | Bearse, Peter ; Canals-Cerdá, José ; Rilstone, Paul |
| Published in: |
Econometric theory. - Cambridge : Cambridge Univ. Press, ISSN 0266-4666, ZDB-ID 9016612. - Vol. 23.2007, 2, p. 281-308
|