Weighted empirical likelihood estimator for vector multiplicative error model
Hao Ding and Kai-pui Lam
| Year of publication: |
2013
|
|---|---|
| Authors: | Ding, Hao ; Lam, Kai-pui |
| Published in: |
Journal of forecasting. - Chichester : Wiley, ISSN 0277-6693, ZDB-ID 783432-9. - Vol. 32.2013, 7, p. 613-627
|
| Subject: | multiplicative error model | empirical likelihood | generalized method of moments | maximum likelihood | depth function | Momentenmethode | Method of moments | Schätztheorie | Estimation theory | Maximum-Likelihood-Schätzung | Maximum likelihood estimation | Mathematik | Mathematics |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10010202168