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Analytical indirect inference
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Richard, Patrick
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Improving the accuracy of the
analytical
indirect
inference
estimator for MA models.
Richard, Patrick
- In:
Economics Bulletin
29
(
2009
)
4
,
pp. 2795-2802
iteration of the
analytical
indirect
inference
estimator (AIIE) of Galbraith and Zinde-Walsh (1994). Its potential is explored …
Persistent link: https://www.econbiz.de/10008563203
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