EFFICIENT SEMIPARAMETRIC ESTIMATION OF DURATION MODELS WITH UNOBSERVED HETEROGENEITY
Bearse, Peter, Canals-Cerdá, José, Rilstone, PaulVolume:
23
Language:
english
Journal:
Econometric Theory
DOI:
10.1017/s0266466607070120
Date:
April, 2007
File:
PDF, 233 KB
english, 2007