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Original Articles

On unification of the asymptotic theory of nonlinear econometric models

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Pages 151-190 | Published online: 21 Mar 2007

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Eugene Kouassi, Patrice Takam Soh, Morvan N. Donfack & Jean Marcelin B. Bosson. (2018) The ARCH(2) model: Pseudo-maximum estimation and asymptotic results under dependent innovations. Communications in Statistics - Theory and Methods 47:9, pages 2146-2171.
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Eugene Kouassi, Patrice Soh Takam, Jean Marcelin Bosson Brou & Emile Herve Ndoumbe. (2017) Pseudo maximum likelihood estimation of the univariate GARCH (2,2) and asymptotic normality under dependent innovations. Communications in Statistics - Theory and Methods 46:23, pages 11558-11574.
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Eugene Kouassi, Patrice Takam Soh, Jean Marcelin Bosson Brou & Emile Herve Ndoumbe. (2017) Pseudo maximum-likelihood estimation of the univariate GARCH (1,1) and asymptotic properties. Communications in Statistics - Theory and Methods 46:20, pages 10253-10271.
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Victor Aguirre-Torres, A, R. Gallant & Jorge Domínguez. (1989) On choosing between two nonlinear models estimated robustly. Some Monte Carlo evidence. Communications in Statistics - Simulation and Computation 18:1, pages 179-200.
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Alexander Shapiro. (1986) Asymptotic Theory of Overparameterized Structural Models. Journal of the American Statistical Association 81:393, pages 142-149.
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