23-054/III - Pseudo-variance quasi-maximum likelihood estimation of semi-parametric time series models

• Authors
  Mirko Armillotta, Vrije Universiteit Amsterdam; Paolo Gorgi, Vrije Universiteit Amsterdam
• Publication date
  September 18, 2023

• Keywords
  Double-bounded time series, integer-valued autoregressions, quasi-maximum likelihood.
• JEL
  C32, C52, C58.