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This may be partly because the GQMLE is robust against error misspec- ification, whereas in general the QMLE with a non-Gaussian likelihood family does not yield consistent
The model is shown to be identifiable, and can be estimated efficiently by a combination of the ideas from expectation-maximization (EM) algorithm, kernel regression, and
The standard Gaussian QML estimator for generalized autoregressive conditional het- eroscedasticity (GARCH) is well known to be consistent and asymptotically Gaussian under
One way to study the finite sample performance of the new forecast rationality tests is to use the bootstrap reality check of White ( 2000 ) or the refinement proposed by Hansen (
It is important to establish whether the performance of the tests is related to some features of the data, such as different sampling frequencies, different levels of
If the correlation between worker and firm effects is sufficiently high, then this can entail that the random effects of different workers at a given firm are correlated, and/or
With Mary Kalantzis, he is co-author or editor of: Multiliteracies: literacy learning and the design of social futures (Routledge, 2000); New Learning: elements of a science
Results indicate persistence of tall fescue should be similar whether MaxQ or the initial endophyte is present but animal performance is improved when MaxQ is included in place of the
