Unconditional pseudo-maximum likelihood and adaptive estimation in the presence of conditional heterogeneity of unknown form

Author: Douglas J. Hodgson

DOI: 10.1080/07474930008800467

Publication Frequency: 6 issues per year

Published in: journal

Econometric Reviews, Volume 19, Issue 2 2000 , pages 175 - 206

Subjects: Econometrics; Finance; Financial Mathematics; Statistics;

Formats available: PDF (English)

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DOI	http://dx.doi.org/10.1080/07474930008800467

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