Amanote Research
Register
Sign In
The Likehood Function of Conditionally Heteroskedastic Factor Models
Annales d'Économie et de Statistique
doi 10.2307/20076226
Full Text
Open PDF
Abstract
Available in
full text
Date
January 1, 2000
Authors
Unknown
Publisher
JSTOR
Related search
Learning and Inference in Mixed-State Conditionally Heteroskedastic Factor Models Using Viterbi Approximation
Lecture Notes in Computer Science
Computer Science
Theoretical Computer Science
Instrumental Variables Estimation of Heteroskedastic Linear Models Using All Lags of Instruments
Econometric Reviews
Economics
Econometrics
Maximum Likelihood Estimation for Directional Conditionally Autoregressive Models
Journal of Statistical Planning and Inference
Uncertainty
Applied Mathematics
Statistics
Probability
Specification and Estimation of Spatial Autoregressive Models With Autoregressive and Heteroskedastic Disturbances
Journal of Econometrics
Philosophy of Science
Applied Mathematics
Economics
Econometrics
History
Sharp Square-Function Inequalities for Conditionally Symmetric Martingales
Transactions of the American Mathematical Society
Mathematics
Applied Mathematics
Identification and Efficiency Bounds for the Average Match Function Under Conditionally Exogenous Matching
SSRN Electronic Journal
Identification and Efficiency Bounds for the Average Match Function Under Conditionally Exogenous Matching
Specification of Dependence Structures and Simulation-Based Estimation for Conditionally Specified Statistical Models
Eliminating Conditionally Independent Sets in Factor Graphs: A Unifying Perspective Based on Smart Factors