A class of Minimum Distance Estimators in Markovian Multiplicative Error Models
Work
Year: 2022
Type: article
Source: Sankhya B
Institutions Michigan State University, University of Sheffield, Cochin University of Science and Technology
Cites: 33
Cited by:
Related to: 10
FWCI:
Citation percentile (by year/subfield):
Subfield: Finance
Domain: Social Sciences
Open Access status: closed
Grant ID MATRICS: MTR/2018/000195.