Title:

Fourth Order Pseudo Maximum Likelihood Methods

Authors:

Alberto Holly (U Lausanne, U Nova)
Alain Monfort (U Maastricht, Bank of France)
Michael Rockinger (U Lausanne, Swiss Finance Institute)

Journal:

Journal of Econometrics

Year:

2011

Volume:

162

Pages:

278-293

JEL code:

C20 - General