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Specification pre-test estimator
Gourieroux, C.; Trognon, A. - In: Journal of econometrics 25 (1984) 1/2, pp. 15-27
Persistent link: https://www.econbiz.de/10003562263
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Pseudo maximum likelihood methods : theory
Gourieroux, C.; Monfort, A.; Trognon, A. - In: Econometrica : journal of the Econometric Society, an … 52 (1984) 3, pp. 681-700
Persistent link: https://www.econbiz.de/10003562618
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Some theoretical results for generalized ridge regression estimators
Fourgeaud, C.; Gourieroux, C.; Pradel, J. - In: Journal of econometrics 25 (1984) 1/2, pp. 191-203
Persistent link: https://www.econbiz.de/10003552452