Pages that link to "Item:Q3074773"
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The following pages link to Nuisance parameters, composite likelihoods and a panel of GARCH models (Q3074773):
Displaying 9 items.
- Bootstrap inference for linear dynamic panel data models with individual fixed effects (Q494176) (← links)
- Simultaneous parameter estimation and state smoothing of complex GARCH process in the presence of additive noise (Q994210) (← links)
- Variance clustering improved dynamic conditional correlation MGARCH estimators (Q1623552) (← links)
- Semiparametric efficient adaptive estimation of the GJR-GARCH model (Q1756033) (← links)
- Estimation in the presence of many nuisance parameters: composite likelihood and plug-in likelihood (Q2447659) (← links)
- Disentangling systematic and idiosyncratic dynamics in panels of volatility measures (Q2511805) (← links)
- Multivariate rotated ARCH models (Q2512636) (← links)
- Modeling panels of extremes (Q2686048) (← links)
- Inference from pseudolikelihoods with plug-in estimates (Q2802883) (← links)