12-vol. 6, núm. 2, julio-diciembre, 1991
Artículos

Sobre la inconsistencia de los EMV en ciertos modelos heteroscedásticos de regresión

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  • Adrian R. Pagan,
  • Hernán Sabau
Adrian R. Pagan
University of Rochester
Hernán Sabau
Operadora de Bolsa
DOI: https://doi.org/10.24201/ee.v6i2.314

Publicado 1991-07-01

Palabras clave

  • modelo de regresión de Poisson,
  • modelos ARCH

Cómo citar

Pagan, A. R., & Sabau, H. (1991). Sobre la inconsistencia de los EMV en ciertos modelos heteroscedásticos de regresión. Estudios Económicos De El Colegio De México, 6(2), 159–172. https://doi.org/10.24201/ee.v6i2.314

Métrica

Resumen

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.

 

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Citas

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