In this paper we propose a simulation study in order to discuss four statistical models dealing with the problem of parameter estimation in enzyme-kinetics. The pseudo-maximumlikelihood estimators for the transform-both-sides-model and the weighted TBS-model are compared with...

In this paper we propose a simulation study in order to discuss four statistical models dealing with the problem of parameter estimation in enzyme-kinetics. The pseudo-maximumlikelihood estimators for the transform-both-sides-model and the weighted TBS-model are compared with...

In this paper we propose a simulation study in order to discuss four statistical models dealing with the problem of parameter estimation in enzyme-kinetics. The pseudo-maximumlikelihood estimators for the transform-both-sides-model and the weighted TBS-model are compared with...

Strong consistency and asymptotic normality of the Gaussian pseudo-maximum likelihood estimate of the parameters in a wide class of ARCH($ \infty $) processes are established. The conditions are shown to hold in case of exponential and hyperbolic decay in the ARCH weights, though in the latter...

This paper studies the estimation of dynamic discrete games of incomplete information. Two main econometric issues appear in the estimation of these models: the indeterminacy problem associated with the existence of multiple equilibria, and the computational burden in the solution of the game....

In this paper we derive (weak) consistency and the asymptotic distribution of pseudo maximum likelihood estimates for multiple frequency I(1) processes. By multiple frequency I(1) processes we denote processes with unit roots at arbitrary points on the unit circle with the integration orders...