Fourth order pseudo maximum likelihood methods
From MaRDI portal
Publication:737907
DOI10.1016/j.jeconom.2011.01.004zbMath1441.62733OpenAlexW2074292655MaRDI QIDQ737907
Alberto Holly, Alain Monfort, Michael Rockinger
Publication date: 12 August 2016
Published in: Journal of Econometrics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.jeconom.2011.01.004
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