Pages that link to "Item:Q2716472"
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The following pages link to Generalization of GMM to a continuum of moment conditions (Q2716472):
Displaying 34 items.
- A multivariate pure-jump model with multi-factorial dependence structure (Q2909513) (← links)
- Empirical Characteristic Function Estimation and Its Applications (Q3157837) (← links)
- (Q3552465) (← links)
- Tests for generalized exponential laws based on the empirical Mellin transform (Q3615029) (← links)
- (Q4259411) (← links)
- Bounds for inference with nuisance parameters present only under the alternative (Q4416025) (← links)
- Optimal investment under multi-factor stochastic volatility (Q4555076) (← links)
- IDENTIFICATION OF LINEAR REGRESSIONS WITH ERRORS IN ALL VARIABLES (Q4959129) (← links)
- NONPARAMETRIC EULER EQUATION IDENTIFICATION AND ESTIMATION (Q5012627) (← links)
- International portfolio choice under multi-factor stochastic volatility (Q5079408) (← links)
- A stochastic volatility factor model of heston type. Statistical properties and estimation (Q5085832) (← links)
- A consistent test for exponentiality based on the empirical moment process (Q5148443) (← links)
- (Q5179070) (← links)
- Algorithm 963 (Q5270763) (← links)
- A NOTE ON GENERALIZED EMPIRICAL LIKELIHOOD ESTIMATION OF SEMIPARAMETRIC CONDITIONAL MOMENT RESTRICTION MODELS (Q5357404) (← links)
- SEMIPARAMETRIC ESTIMATION OF RANDOM COEFFICIENTS IN STRUCTURAL ECONOMIC MODELS (Q5371151) (← links)
- Continuous Time Wishart Process for Stochastic Risk (Q5485103) (← links)
- Inference based on adaptive grid selection of probability transforms (Q5739688) (← links)
- Specification testing with estimated variables (Q5860990) (← links)
- Efficient Estimation with Many Weak Instruments Using Regularization Techniques (Q5864515) (← links)
- Estimation of affine asset pricing models using the empirical characteristic function (Q5939360) (← links)
- Editors' introduction (Q5965815) (← links)
- On Properties of the MixedTS Distribution and Its Multivariate Extension (Q6086599) (← links)
- A GMM approach to estimate the roughness of stochastic volatility (Q6108276) (← links)
- Structural VAR models in the frequency domain (Q6175543) (← links)
- Detecting identification failure in moment condition models (Q6193010) (← links)
- Observation-driven filtering of time-varying parameters using moment conditions (Q6193078) (← links)
- Cyber risk modeling: a discrete multivariate count process approach (Q6587495) (← links)
- High-Dimensional Mixed-Frequency IV Regression (Q6620967) (← links)
- Minimum Distance Estimation of Search Costs Using Price Distribution (Q6623217) (← links)
- Parametric estimation of tempered stable laws (Q6634817) (← links)
- Specification testing for conditional moment restrictions under local identification failure (Q6646161) (← links)
- Estimating option pricing models using a characteristic function-based linear state space representation (Q6664638) (← links)
- Specification tests for non-Gaussian structural vector autoregressions (Q6664656) (← links)