Pages that link to "Item:Q3598288"
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The following pages link to Encompassing and indirect inference (Q3598288):
Displaying 45 items.
- Approximate Bayesian computation with composite score functions (Q294244) (← links)
- Approximate Bayesian computation and simulation-based inference for complex stochastic epidemic models (Q667671) (← links)
- Approximate Bayesian computational methods (Q693355) (← links)
- Harold Jeffreys's \textit{Theory of probability} revisited (Q903267) (← links)
- Estimating the Wishart affine stochastic correlation model using the empirical characteristic function (Q905380) (← links)
- Approximate bias correction in econometrics (Q1298413) (← links)
- Pseudo-maximum likelihood method, adjusted pseudo-maximum likelihood method and covariance estimators (Q1298426) (← links)
- Efficient method of moments estimation of a stochastic volatility model: A Monte Carlo study (Q1298478) (← links)
- Encompassing: formulation, properties and testing (Q1352563) (← links)
- Estimating continuous-time stochastic volatility models of the short-term interest rate (Q1362071) (← links)
- Job search theory, labour supply and unemployement duration (Q1362484) (← links)
- Local parametric analysis of hedging in discrete time (Q1372930) (← links)
- An approximate likelihood perspective on ABC methods (Q1636827) (← links)
- A hybrid data cloning maximum likelihood estimator for stochastic volatility models (Q1695565) (← links)
- Valid locally uniform Edgeworth expansions for a class of weakly dependent processes or sequences of smooth transformations (Q1695656) (← links)
- Estimation and asymptotic covariance matrix for stochastic volatility models (Q1697869) (← links)
- Likelihood-free inference via classification (Q1702017) (← links)
- Bias-corrected quantile regression estimation of censored regression models (Q1706470) (← links)
- Finite-sample theory and bias correction of maximum likelihood estimators in the EGARCH model (Q1726177) (← links)
- A simple approach to maximum intractable likelihood estimation (Q1954144) (← links)
- Nonparametric maximum likelihood density estimation and simulation-based minimum distance estimators (Q2261906) (← links)
- Bayesian design of experiments for intractable likelihood models using coupled auxiliary models and multivariate emulation (Q2297233) (← links)
- On the validity of Edgeworth expansions and moment approximations for three indirect inference estimators (Q2312951) (← links)
- Inference for stochastic volatility models using time change transformations (Q2380088) (← links)
- A selective overview of nonparametric methods in financial econometrics (Q2381754) (← links)
- The indirect method: inference based on intermediate statistics -- a synthesis and examples (Q2503926) (← links)
- Approximate Bayesian Computation: A Survey on Recent Results (Q2957030) (← links)
- ECF estimation of Markov models where the transition density is unknown (Q3004024) (← links)
- Quasi‐maximum likelihood estimation of discretely observed diffusions (Q3018504) (← links)
- Moment Conditions and Bayesian Non-Parametrics (Q3120099) (← links)
- Closed-form likelihoods for stochastic differential equation growth models (Q3589854) (← links)
- A new model for interdependent durations (Q4625071) (← links)
- SINGLE MOMS AND DEADBEAT DADS: THE ROLE OF EARNINGS, MARRIAGE MARKET CONDITIONS, AND PREFERENCE HETEROGENEITY (Q4634431) (← links)
- Trend-following hedge funds and multi-period asset allocation (Q4646797) (← links)
- Estimation for discretely observed diffusions using transform functions (Q4822454) (← links)
- Estimating large losses in insurance analytics and operational risk using the g-and-h distribution (Q5014251) (← links)
- Estimating multiple-membership logit models with mixed effects: indirect inference versus data cloning (Q5106931) (← links)
- EFFICIENT METHOD OF MOMENTS ESTIMATORS FOR INTEGER TIME SERIES MODELS (Q5176860) (← links)
- Indirect estimation of randomized generalized autoregressive conditional heteroskedastic models (Q5220905) (← links)
- Generative Bayesian neural network model for risk-neutral pricing of American index options (Q5234315) (← links)
- Multiscale Modeling of Wear Degradation in Cylinder Liners (Q5250337) (← links)
- (Q5290309) (← links)
- Truncated dynamics and estimation of diffusion equations (Q5939357) (← links)
- Estimation in discrete parameter models (Q5962693) (← links)
- Pre-processing for approximate Bayesian computation in image analysis (Q5963548) (← links)
