EFFICIENT SEMIPARAMETRIC ESTIMATION OF DURATION MODELS WITH UNOBSERVED HETEROGENEITY
Bearse, Peter; Canals-Cerdá, José; Rilstone, Paul
- 期刊名称Econometric Theory
- 作者Bearse, Peter; Canals-Cerdá, José; Rilstone, Paul
- 卷第23卷
- 期第2期
- 印刷ISSN0266-4666
- 电子ISSN1469-4360
- 文件大小232.71KB
- 发表时间2007-4
- DOI10.1017/s0266466607070120