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Entropy densities with an application to autoregressive conditional skewness and kurtosis
Rockinger, Michael; Jondeau, Eric - In: Journal of econometrics 106 (2002) 1, pp. 119-142
Persistent link: https://www.econbiz.de/10001633716
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Fourth order pseudo maximum likelihood methods
Holly, Alberto; Monfort, Alain; Rockinger, Michael - In: Journal of econometrics 162 (2011) 2, pp. 278-293
Persistent link: https://www.econbiz.de/10009270633
Cover Image
Entropy densities with an application to autoregressive conditional skewness and kurtosis
Rockinger, Michael; Jondeau, Eric - In: Journal of econometrics 106 (2002) 1, pp. 119-142
Persistent link: https://www.econbiz.de/10006770263
Cover Image
Fourth order pseudo maximum likelihood methods
Holly, Alberto; Monfort, Alain; Rockinger, Michael - In: Journal of econometrics 162 (2011) 2, pp. 278-294
Persistent link: https://www.econbiz.de/10008997621
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Examining bias in estimators of linear rational expectations models under misspecification
Jondeau, Eric; Le Bihan, Hervé - In: Journal of econometrics 143 (2008) 2, pp. 375-395
Persistent link: https://www.econbiz.de/10007910766
Cover Image
Examining bias in estimators of linear rational expectations models under misspecification
Jondeau, Eric; Le Bihan, Hervé - In: Journal of econometrics 143 (2008) 2, pp. 375-395
Persistent link: https://www.econbiz.de/10003722607