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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.