Pseudo Maximum Likelihood Methods: Applications to Poisson Models
作者： C. Gourieroux , A. Monfort , A. Trognon
DOI: 10.2307/1913472
关键词:
摘要: … Poisson distribution conditional upon the exogenous variables. The parameter of this distribution … period and if the usual assumptions of the Poisson process are satisfied. For instance, …
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