Pseudo-variance quasi-maximum likelihood estimation of semi-parametric time series models
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Publication:6664668
DOI10.1016/J.JECONOM.2024.105894MaRDI QIDQ6664668
Publication date: 16 January 2025
Published in: Journal of Econometrics (Search for Journal in Brave)
Statistics (62-XX) Game theory, economics, finance, and other social and behavioral sciences (91-XX)
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