On the Estimation of INAR Models with Pseudo-Variance Quasi-Maximum Likelihood

Mirko Armillotta; Peter Reinhard Hansen

doi:10.1007/978-3-031-64431-3_12

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On the Estimation of INAR Models with Pseudo-Variance Quasi-Maximum Likelihood

Mirko Armillotta Peter Reinhard Hansen

Year: 2025 Pages: 71-76

DOI: 10.1007/978-3-031-64431-3_12

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Keywords:

Maximum likelihood Statistics Maximum likelihood sequence estimation Quasi-likelihood Variance (accounting) Econometrics Estimation Mathematics Restricted maximum likelihood Computer science Count data Economics Poisson distribution

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On the Estimation of INAR Models with Pseudo-Variance Quasi-Maximum Likelihood

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