A class of minimum distance estimators in Markovian multiplicative error models

Koul, H.L., Perera, I. and Balakrishna, N. (2023) A class of minimum distance estimators in Markovian multiplicative error models. Sankhya B, 85 (Suppl 1). pp. 87-115. ISSN 0976-8386

Abstract

Metadata

Item Type: Article
Authors/Creators:
  • Koul, H.L.
  • Perera, I.
  • Balakrishna, N.
Copyright, Publisher and Additional Information:

© 2021, Indian Statistical Institute. This is an author-produced version of a paper subsequently published in Sankhya B. Uploaded in accordance with the publisher's self-archiving policy.

Keywords: Marked empirical process; GMM estimator
Dates:
  • Published: May 2023
  • Published (online): 28 January 2022
  • Accepted: 19 November 2021
Institution: The University of Sheffield
Academic Units: The University of Sheffield > Faculty of Social Sciences (Sheffield) > Department of Economics (Sheffield)
Depositing User: Symplectic Sheffield
Date Deposited: 11 Feb 2022 16:25
Last Modified: 26 Jun 2024 10:27
Status: Published
Publisher: Springer Science and Business Media LLC
Refereed: Yes
Identification Number: 10.1007/s13571-021-00274-x
Open Archives Initiative ID (OAI ID):

Export

Statistics