Sobre la inconsistencia de los EMV en ciertos modelos heteroscedásticos de regresión
Adrian R. Pagan, Hernán Sabau
Estudios Económicos · 1991
doi:10.24201/ee.v6i2.314 (opens in a new tab)
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Abstract
Este documento estudia la posibilidad de inconsistencia de los estimadores de máxima verosimilitud para ciertos modelos heteroscedásticos de regresión. Estos incluyen el modelo de regresión de Poisson y los modelos ARCH.
Abstract licence: CC BY-NC-ND
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