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Volumn 85, Issue 1, 1998, Pages 75-98

Pseudo-maximum likelihood method, adjusted pseudo-maximum likelihood method and covariance estimators

Author keywords

Misspecification; Moment method; Pseudo maximum likelihood

Indexed keywords


EID: 0041350478     PISSN: 03044076     EISSN: None     Source Type: Journal    
DOI: 10.1016/S0304-4076(97)00095-X     Document Type: Article
Times cited : (1)

References (13)
  • 1
    • 0000947808 scopus 로고
    • On adaptive estimation
    • Bickel, P.J., 1982. On adaptive estimation. Annals of Statistics 10, 647-671.
    • (1982) Annals of Statistics , vol.10 , pp. 647-671
    • Bickel, P.J.1
  • 4
    • 0001264648 scopus 로고
    • Estimating time varying risk premia in the term structure: The ARCH-Model
    • Engle, R., Lillien, D., Robins, R.P., 1987. Estimating time varying risk premia in the term structure: the ARCH-Model. Econometrica 55, 391-408.
    • (1987) Econometrica , vol.55 , pp. 391-408
    • Engle, R.1    Lillien, D.2    Robins, R.P.3
  • 7
    • 0004218630 scopus 로고
    • (Economica, Paris) translated: Statistics and Econometric Models. Cambridge University Press, Cambridge
    • Gouriéroux, C., Monfort, A., 1989. Statistique et Modèles Econométriques (Economica, Paris) translated (1995): Statistics and Econometric Models. Cambridge University Press, Cambridge.
    • (1989) Statistique et Modèles Econométriques
    • Gouriéroux, C.1    Monfort, A.2
  • 8
    • 0001300935 scopus 로고
    • Pseudo maximum likelihood methods: Theory
    • Gouriéroux, C., Monfort, A., Trognon, A., 1984. Pseudo maximum likelihood methods: theory. Econometrica, 52, 681-700.
    • (1984) Econometrica , vol.52 , pp. 681-700
    • Gouriéroux, C.1    Monfort, A.2    Trognon, A.3
  • 9
    • 0000414660 scopus 로고
    • Large sample properties of generalized method of moments estimators
    • Hansen, L.P., 1982. Large sample properties of generalized method of moments estimators. Econometrica 50, 1029-1054.
    • (1982) Econometrica , vol.50 , pp. 1029-1054
    • Hansen, L.P.1
  • 10
    • 0000480916 scopus 로고
    • Monte Carlo evidence on adaptive maximum likelihood estimation of a regression
    • Hsieh, D.A., Manski, C.F., 1987. Monte Carlo evidence on adaptive maximum likelihood estimation of a regression. Annals of Statistics 15, 541-551.
    • (1987) Annals of Statistics , vol.15 , pp. 541-551
    • Hsieh, D.A.1    Manski, C.F.2
  • 13
    • 0002644952 scopus 로고
    • Maximum likelihood estimation of misspecified models
    • White, H., 1982. Maximum likelihood estimation of misspecified models. Econometrica 50, 1-28.
    • (1982) Econometrica , vol.50 , pp. 1-28
    • White, H.1


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.