Maximum Likelihood Estimation in Possibly Misspecified Dynamic Models with Time Inhomogeneous Markov Regimes
Demian Pouzo
◽
Zacharias Psaradakis
◽
Marttn Sola
1992 ◽
Vol 11
(2)
◽
pp. 143-172
◽
Tim Bollerslev
◽
Jeffrey M. Wooldridge
2010 ◽
Vol 67
(1)
◽
pp. 250-259
◽
Marc Lavielle
◽
Adeline Samson
◽
Ana Karina Fermin
◽
France Mentré
2005 ◽
Vol 37
(1)
◽
pp. 85-106
◽
1973 ◽
Vol 1
(6)
◽
pp. 567-568
Nabil Kbayer
◽
Mohamed Sahmoudi
◽
H�ctor Ortega
◽
C�dric Rouch
David R. Haley
◽
David W. Porter
◽
William S. Levine
1994 ◽
Vol 65
(8)
◽
pp. 720-725
◽
Kazuyuki MORIYA
◽
Taiji DOHOGO
◽
Yoshiyuki SASAKI
2012 ◽
Vol 38
(9)
◽
pp. 1420
Zheng-Ping HU
◽
Shu-Fen SONG