A generalized least squares estimation method for the autoregressive conditional duration model (Q2633419)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A generalized least squares estimation method for the autoregressive conditional duration model |
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A generalized least squares estimation method for the autoregressive conditional duration model (English)
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8 May 2019
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autoregressive conditional duration model
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generalized least squares estimator
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quasi-maximum likelihood estimator
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Monte Carlo simulation
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