Constrained polynomial likelihood*
Author:
Affiliation:
1. Department of Economics and BCF, Princeton University, Princeton, NJ 08544, USA
2. Department of Statistics, UC Davis, Davis, CA 95616, USA
3. USI Lugano and SFI, Lugano, 6900, Switzerland
Publisher
Informa UK Limited
Link
https://www.tandfonline.com/doi/pdf/10.1080/07350015.2024.2394587
Reference38 articles.
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3. Yacine Aït-Sahalia and Jialin Yu. Saddlepoint approximations for continuous-time Markov processes. Journal of Econometrics 134:507–551 2006.
4. Fernando Alvarez and Urban Jermann. Using asset prices to measure the persistence of the marginal utility of wealth. Econometrica 73:1977–2016 2005.
5. David K. Backus Mikhail Chernov and Stanley Zin. Affine term structure models and the forward premium anomaly. Journal of Finance 69(1):51–99 February 2014.
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