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Maximum likelihood / Normal distribution / M-estimator / Martingale / Characteristic function / Poisson distribution / Likelihood function / Statistics / Estimation theory / Generalized method of moments


Empirical Likelihood Estimation of Continuous-Time Models With Conditional Moment Restrictions
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Document Date: 2013-01-15 18:23:39


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City

Tokyo / Kyoto / Donald / Empirical Likelihood / Owen / /

Company

Rev Ed. Academic Press / Cox / /

Country

Japan / United States / /

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Facility

Kyoto University / Institute of Economics Research / /

IndustryTerm

liuqf@econ1.mbox.media.kyoto-u.ac.jp / simplex search method / inner product / direct search method / /

Organization

Nishiyama School of Economics / Institute of Economics Research / Kyoto University / /

/

Position

rt / hB / General / /

ProvinceOrState

South Dakota / A.B. / /

PublishedMedium

Review of Financial Studies / Journal of Financial Economics / Journal of Econometrics / /

Technology

simulation / /

SocialTag