Always private
DuckDuckGo never tracks your searches.
Learn More
You can hide this reminder in Search Settings
All regions
Argentina
Australia
Austria
Belgium (fr)
Belgium (nl)
Brazil
Bulgaria
Canada (en)
Canada (fr)
Catalonia
Chile
China
Colombia
Croatia
Czech Republic
Denmark
Estonia
Finland
France
Germany
Greece
Hong Kong
Hungary
Iceland
India (en)
Indonesia (en)
Ireland
Israel (en)
Italy
Japan
Korea
Latvia
Lithuania
Malaysia (en)
Mexico
Netherlands
New Zealand
Norway
Pakistan (en)
Peru
Philippines (en)
Poland
Portugal
Romania
Russia
Saudi Arabia
Singapore
Slovakia
Slovenia
South Africa
Spain (ca)
Spain (es)
Sweden
Switzerland (de)
Switzerland (fr)
Taiwan
Thailand (en)
Turkey
Ukraine
United Kingdom
US (English)
US (Spanish)
Vietnam (en)
Safe search: moderate
Strict
Moderate
Off
Any time
Any time
Past day
Past week
Past month
Past year
  1. Sep 12, 2023We propose a novel estimation approach for a general class of semi-parametric time series models where the conditional expectation is modeled through a parametric function. The proposed class of estimators is based on a Gaussian quasi-likelihood function and it relies on the specification of a parametric pseudo-variance that can contain parametric restrictions with respect to the conditional ...
  2. Was this helpful?
  3. researchgate.net

    Sep 13, 2023The proposed class of estimators is based on a Gaussian quasi-likelihood function and it relies on the specification of a parametric pseudo-variance that can contain parametric restrictions with ...
  4. research.vu.nl

    T1 - Pseudo-variance quasi-maximum likelihood estimation of semi-parametric time series models. AU - Armillotta, Mirko. AU - Gorgi, Paolo. PY - 2023/9/12. Y1 - 2023/9/12. N2 - We propose a novel estimation approach for a general class of semi-parametric time series models where the conditional expectation is modeled through a parametric function.
  5. semanticscholar.org

    Sep 12, 2023DOI: 10.1016/j.jeconom.2024.105894 Corpus ID: 261696896; Pseudo-variance quasi-maximum likelihood estimation of semi-parametric time series models @article{Armillotta2023PseudovarianceQL, title={Pseudo-variance quasi-maximum likelihood estimation of semi-parametric time series models}, author={Mirko Armillotta and Paolo Gorgi}, journal={Journal of Econometrics}, year={2023}, url={https://api ...
  6. researchgate.net

    Nov 1, 2024Request PDF | On Nov 1, 2024, Mirko Armillotta and others published Pseudo-variance quasi-maximum likelihood estimation of semi-parametric time series models | Find, read and cite all the research ...
  7. research.vu.nl

    T1 - Pseudo-variance quasi-maximum likelihood estimation of semi-parametric time series models. AU - Armillotta, Mirko. AU - Gorgi, Paolo. PY - 2023. Y1 - 2023. M3 - Working paper. T3 - TI Discussion Paper Series. BT - Pseudo-variance quasi-maximum likelihood estimation of semi-parametric time series models. PB - Tinbergen Institute. ER -
  8. These files contain the code used in the paper "Pseudo-variance quasi-maximum likelihood estimation of semi-parametric time series models" by Mirko Armillotta and Paolo Gorgi. The files "efficiency simulation study INAR.R" and "theoretical asymptotic efficiency INAR.R" contain the code to replicate the results of Section 4.
  9. ideas.repec.org

    Downloadable! We propose a novel estimation approach for a general class of semi-parametric time series models where the conditional expectation is modeled through a parametric function. The proposed class of estimators is based on a Gaussian quasi-likelihood function and it relies on the specification of a parametric pseudo-variance that can contain parametric restrictions with respect to the ...
  10. papers.tinbergen.nl

    We propose a novel estimation approach for a general class of semi-parametric time series models where the conditional expectation is modeled through a parametric function. The proposed class of estimators is based on a Gaussian quasi-likelihood function and it relies on the speci cation of a parametric pseudo-variance that can contain ...

    Can’t find what you’re looking for?

    Help us improve DuckDuckGo searches with your feedback

Custom date rangeX