Efficient Estimation of Autoregression Parameters and Innovation Distributions forSemiparametric Integer-Valued AR(p) Models (Revision of DP 2007-23)

F.C. Drost, R. van den Akker and B.J.M. Werker
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F.C. Drost: Tilburg University, School of Economics and Management
R. van den Akker: Tilburg University, School of Economics and Management
B.J.M. Werker: Tilburg University, School of Economics and Management

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Date: 2008
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