Indirect inference based on the score
Author:
Affiliation:
1. UHERO and Department of Economics; University of Hawaii; 540 Saunders Hall, 2424 Maile Way Honolulu HI 96822 USA
2. Department of Economics; University of Washington; 305 Savery Hall Seattle WA 98195 USA
Publisher
Oxford University Press (OUP)
Subject
Economics and Econometrics
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4. Evidence on simulation inference for near unit-root processes with implications for term structure estimation;Duffee;Journal of Financial Econometrics,2008
5. On the choice of the unit period in time series models;Fuleky;Applied Economics Letters,2012
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