Indirect inference, nuisance parameter and threshold moving average models

Guay, Alain; Scaillet, Olivier

doi:10.1198/073500102288618829

Scientific article

English

Indirect inference, nuisance parameter and threshold moving average models

ContributorsGuay, Alain; Scaillet, Olivier

Published inJournal of business & economic statistics, vol. 21, p. 122-132

Publication date2003

Affiliation entities

Faculté d'économie et de management / Geneva Finance Research Institute

Citation (ISO format)

GUAY, Alain, SCAILLET, Olivier. Indirect inference, nuisance parameter and threshold moving average models. In: Journal of business & economic statistics, 2003, vol. 21, p. 122–132. doi: 10.1198/073500102288618829

Article (Published version)

Identifiers

PID : unige:34794
DOI : 10.1198/073500102288618829

Journal ISSN0735-0015

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Creation14/03/2014 11:38:00

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Update time14/03/2023 21:01:28

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Indirect inference, nuisance parameter and threshold moving average models

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