Pages that link to "Item:Q3393991"
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The following pages link to Simulated Non-Parametric Estimation of Dynamic Models (Q3393991):
Displayed 15 items.
- Bootstrap specification tests for diffusion processes (Q261886) (← links)
- A simple approach to the parametric estimation of potentially nonstationary diffusions (Q276917) (← links)
- Efficient estimation of general dynamic models with a continuum of moment conditions (Q451261) (← links)
- Higher-order properties of approximate estimators (Q524814) (← links)
- Predictive density construction and accuracy testing with multiple possibly misspecified diffusion models (Q530607) (← links)
- Pseudo-maximum likelihood estimation in two classes of semiparametric diffusion models (Q530941) (← links)
- Estimation of dynamic models with nonparametric simulated maximum likelihood (Q738137) (← links)
- Estimation of financial agent-based models with simulated maximum likelihood (Q1655776) (← links)
- Returns-to-scale and the equity premium puzzle (Q1994274) (← links)
- Nonparametric maximum likelihood density estimation and simulation-based minimum distance estimators (Q2261906) (← links)
- Efficient simulation-based minimum distance estimation and indirect inference (Q2437988) (← links)
- ESTIMATION OF STOCHASTIC VOLATILITY MODELS BY NONPARAMETRIC FILTERING (Q2826006) (← links)
- UNIFORM CONVERGENCE RATES OF KERNEL ESTIMATORS WITH HETEROGENEOUS DEPENDENT DATA (Q5411523) (← links)
- A bootstrap approach for generalized Autocontour testing Implications for VIX forecast densities (Q5861023) (← links)
- Estimation of heuristic switching in behavioral macroeconomic models (Q6106649) (← links)