Further Results on Pseudo‐Maximum Likelihood Estimation and Testing in the Constant Elasticity of Variance Continuous Time Model

2019 ◽  
Vol 41 (2) ◽  
pp. 357-364
Author(s):  
Emma M. Iglesias ◽  
Garry D. A. Phillips
Keyword(s):  
Maximum Likelihood ◽  
Maximum Likelihood Estimation ◽  
Continuous Time ◽  
Likelihood Estimation ◽  
Continuous Time Model ◽  
Time Model ◽  
Constant Elasticity ◽  
Constant Elasticity Of Variance ◽  
Pseudo Maximum Likelihood Estimation ◽  
Pseudo Maximum Likelihood

Corrigendum

1994 ◽  
Vol 10 (3-4) ◽  
pp. 811-811
Keyword(s):  
Maximum Likelihood ◽  
Maximum Likelihood Estimation ◽  
Likelihood Estimation ◽  
Arma Models ◽  
Pseudo Maximum Likelihood Estimation ◽  
Pseudo Maximum Likelihood

B.M. Pötscher, Noninvertibility and Pseudo Maximum Likelihood Estimation of Misspecified ARMA Models. Econometric Theory 7 (1991): 435–449.

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