Discontinuities in indirect estimation: An application to EAR models
Author:
Publisher
Elsevier BV
Subject
Applied Mathematics,Computational Theory and Mathematics,Computational Mathematics,Statistics and Probability
Reference28 articles.
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4. Testing for continuous time models of the short-term interest rate;Broze;J. Empirical Finance,1995
5. Quasi indirect inference for diffusion processes;Broze;Econometric Theory,1998
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