Monte-Carlo evidence suggesting a no moment problem of the continuous updating estimator

Patrik Guggenberger

Research output: Contribution to journal › Article › peer-review

8 Scopus citations

Fingerprint

Dive into the research topics of 'Monte-Carlo evidence suggesting a no moment problem of the continuous updating estimator'. Together they form a unique fingerprint.

Keyphrases

Mathematics

Economics, Econometrics and Finance