Pages that link to "Item:Q451261"
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The following pages link to Efficient estimation of general dynamic models with a continuum of moment conditions (Q451261):
Displaying 14 items.
- Indirect inference for time series using the empirical characteristic function and control variates (Q5012858) (← 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)
- Convergence rate of the kernel regression estimator for associated and truncated data (Q5266572) (← links)
- Algorithm 963 (Q5270763) (← links)
- Inference based on adaptive grid selection of probability transforms (Q5739688) (← links)
- Non-parametric estimation of reciprocal coordinate subtangent for right censored dependent scheme (Q5866059) (← links)
- On Properties of the MixedTS Distribution and Its Multivariate Extension (Q6086599) (← links)
- Bootstrapping Laplace transforms of volatility (Q6088832) (← links)
- Structural VAR models in the frequency domain (Q6175543) (← links)
- Regularized estimation of dynamic panel models (Q6542446) (← links)
- High-Dimensional Mixed-Frequency IV Regression (Q6620967) (← links)
- Parametric estimation of tempered stable laws (Q6634817) (← links)
- Estimating option pricing models using a characteristic function-based linear state space representation (Q6664638) (← links)