Feasible Invertibility Conditions and Maximum Likelihood Estimation for Observation-Driven Models

Research output: Working paperProfessional

Original languageEnglish
Place of PublicationAmsterdam
PublisherTinbergen Institute
Number of pages34
Publication statusPublished - 2016

Publication series

NameTI Discussion Paper
No.16-082/III

Cite this

Blasques, F., Gorgi, P. G., Koopman, S. J., & Wintenberger, O. (2016). Feasible Invertibility Conditions and Maximum Likelihood Estimation for Observation-Driven Models. (TI Discussion Paper; No. 16-082/III). Amsterdam: Tinbergen Institute.
Blasques, F. ; Gorgi, P.G. ; Koopman, S.J. ; Wintenberger, O. / Feasible Invertibility Conditions and Maximum Likelihood Estimation for Observation-Driven Models. Amsterdam : Tinbergen Institute, 2016. (TI Discussion Paper; 16-082/III).
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Blasques, F, Gorgi, PG, Koopman, SJ & Wintenberger, O 2016 'Feasible Invertibility Conditions and Maximum Likelihood Estimation for Observation-Driven Models' TI Discussion Paper, no. 16-082/III, Tinbergen Institute, Amsterdam.

Feasible Invertibility Conditions and Maximum Likelihood Estimation for Observation-Driven Models. / Blasques, F.; Gorgi, P.G.; Koopman, S.J.; Wintenberger, O.

Amsterdam : Tinbergen Institute, 2016. (TI Discussion Paper; No. 16-082/III).

Research output: Working paperProfessional

TY - UNPB

T1 - Feasible Invertibility Conditions and Maximum Likelihood Estimation for Observation-Driven Models

AU - Blasques, F.

AU - Gorgi, P.G.

AU - Koopman, S.J.

AU - Wintenberger, O.

PY - 2016

Y1 - 2016

M3 - Working paper

T3 - TI Discussion Paper

BT - Feasible Invertibility Conditions and Maximum Likelihood Estimation for Observation-Driven Models

PB - Tinbergen Institute

CY - Amsterdam

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Blasques F, Gorgi PG, Koopman SJ, Wintenberger O. Feasible Invertibility Conditions and Maximum Likelihood Estimation for Observation-Driven Models. Amsterdam: Tinbergen Institute. 2016. (TI Discussion Paper; 16-082/III).