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Econometrics Paper
Asymptotics for maximum score method under general conditions Myung Hwan Seo and Taisuke Otsu
January 2014
(Revised: 28/08/2014)
Paper No' EM/2014/571:
Read Abstract | Full Paper (pdf)

JEL Classification: C13


Tags: maximum score; cube root asymptotics; set inference

Econometrics Paper
Pseudo-Maximum Likelihood Estimation of ARCH(8) Models Peter M Robinson and Paolo Zaffaroni
October 2005
Paper No' EM/2005/495:
Read Abstract | Full Paper (pdf)

JEL Classification: Primary 62M10; secondary 62F12


Tags: arch (8); pseudo-maximum likelihood estimation; asymptotic inference