Fourth order pseudo maximum likelihood methods
type: Item
instance of: scholarly article
title: Fourth order pseudo maximum likelihood methods
zbMATH Open document ID: 1441.62733
author: Alberto Holly
author: Alain Monfort
author: M. Rockinger
published in: Journal of Econometrics
publication date: 2016-08-12T00:00:00Z
Mathematics Subject Classification ID: 62P20
zbMATH DE Number: 6616520
zbMATH Keywords: quartic exponential family
zbMATH Keywords: pseudo maximum likelihood
zbMATH Keywords: skewness
zbMATH Keywords: kurtosis
describes a project that uses: OPQ
describes a project that uses: nlmdl
MaRDI profile type: Publication
full work available at URL: j.jeconom.2011.01.004
OpenAlex ID: W2074292655
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DOI: 10.1016/J.JECONOM.2011.01.004
description: scientific article; zbMATH DE number 6616520