Maximum likelihood and the bootstrap for nonlinear dynamic models

Journal of Econometrics

Volumn 119, Issue 1, 2004, Pages 199-219

  Gonçalves, Sílvia ^a   White, Halbert ^b  

^a Canada H3A 2T7   (Canada)

^b UNIVERSITY OF CALIFORNIA   (United States)

Author keywords

Block bootstrap; Near epoch dependence; Nonlinear dynamic model; Quasi maximum likelihood estimator; Wald test

Indexed keywords

CORRELATION METHODS; LAGRANGE MULTIPLIERS; METHOD OF MOMENTS; PROBLEM SOLVING; RANDOM PROCESSES; THEOREM PROVING;

BLOCK BOOTSTRAP; NEAR EPOCH DEPENDENCE; NONLINEAR DYNAMIC MODEL; QUASI-MAXIMUM LIKELIHOOD ESTIMATORS; WALD TEST;

MAXIMUM LIKELIHOOD ESTIMATION;

EID: 17744401343     PISSN: 03044076     EISSN: None     Source Type: Journal    
DOI: 10.1016/S0304-4076(03)00204-5     Document Type: Article

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