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):
Displayed 50 items.
- EFFICIENT ESTIMATION USING THE CHARACTERISTIC FUNCTION (Q61344) (← links)
- A simple approach to the parametric estimation of potentially nonstationary diffusions (Q276917) (← links)
- Closed-form likelihood approximation and estimation of jump-diffusions with an application to the realignment risk of the Chinese yuan (Q289216) (← links)
- Regularized LIML for many instruments (Q494179) (← links)
- Underidentification? (Q528042) (← links)
- A regularization approach to the many instruments problem (Q528055) (← links)
- CUE with many weak instruments and nearly singular design (Q528057) (← links)
- Local GMM estimation of time series models with conditional moment restrictions (Q528061) (← links)
- Predictive density construction and accuracy testing with multiple possibly misspecified diffusion models (Q530607) (← links)
- Estimation of stable distributions by indirect inference (Q530608) (← links)
- Generalized spectral testing for multivariate continuous-time models (Q738028) (← links)
- Realized Laplace transforms for estimation of jump diffusive volatility models (Q738034) (← links)
- Estimation of dynamic models with nonparametric simulated maximum likelihood (Q738137) (← links)
- Option pricing for pure jump processes with Markov switching compensators (Q854276) (← links)
- Nonparametric estimation of the residual entropy function with censored dependent data (Q890280) (← links)
- Estimating the Wishart affine stochastic correlation model using the empirical characteristic function (Q905380) (← links)
- Nonparametric density estimation for positive time series (Q962247) (← links)
- Consistent estimation in regression models for the drift function in some continuous time models (Q1023597) (← links)
- Spectral GMM estimation of continuous-time processes (Q1398981) (← links)
- On the functional estimation of jump-diffusion models. (Q1398983) (← links)
- Frontiers of financial econometrics and financial engineering. Papers of a conference, Durham. NC, USA (Q1400859) (← links)
- The indirect continuous-GMM estimation (Q1623544) (← links)
- Dynamic derivative strategies with stochastic interest rates and model uncertainty (Q1657151) (← links)
- Semiparametric estimation of the bid-ask spread in extended roll models (Q1739639) (← links)
- Identification by Laplace transforms in nonlinear time series and panel models with unobserved stochastic dynamic effects (Q1739883) (← links)
- The ABC of simulation estimation with auxiliary statistics (Q1754514) (← links)
- Applications of the characteristic function-based continuum GMM in finance (Q1927140) (← links)
- A spectral estimation of tempered stable stochastic volatility models and option pricing (Q1927145) (← links)
- Parameter estimation and model testing for Markov processes via conditional characteristic functions (Q1940757) (← links)
- Estimation of time series models using residuals dependence measures (Q2105206) (← links)
- The leverage effect puzzle revisited: identification in discrete time (Q2190223) (← links)
- Testing distributional assumptions using a continuum of moments (Q2227064) (← links)
- Nonparametric maximum likelihood density estimation and simulation-based minimum distance estimators (Q2261906) (← links)
- Simulated likelihood estimators for discretely observed jump-diffusions (Q2280574) (← links)
- On the identification of models with conditional characteristic functions (Q2292821) (← links)
- Efficient simulation-based minimum distance estimation and indirect inference (Q2437988) (← links)
- Volatility activity: specification and estimation (Q2512607) (← links)
- CGMM LASSO-type estimator for the process of Ornstein-Uhlenbeck type (Q2633976) (← links)
- Estimation of Parameters of the Ornstein-Uhlenbeck Type Processes with Continuum of Moment Conditions (Q2807637) (← links)
- Riding on the smiles (Q2866376) (← links)
- ON THE ASYMPTOTIC EFFICIENCY OF GMM (Q2878813) (← links)
- Density and hazard rate estimation for censored and α-mixing data using gamma kernels (Q3535705) (← links)
- Estimation of the stochastic conditional duration model via alternative methods (Q3548526) (← links)
- SEMIPARAMETRIC EFFICIENCY BOUND IN TIME-SERIES MODELS FOR CONDITIONAL QUANTILES (Q3557546) (← links)
- CHARACTERISTIC FUNCTION–BASED TESTING FOR MULTIFACTOR CONTINUOUS-TIME MARKOV MODELS VIA NONPARAMETRIC REGRESSION (Q3580636) (← links)
- Optimal investment under multi-factor stochastic volatility (Q4555076) (← links)
- Specification testing in nonparametric AR‐ARCH models (Q4629272) (← links)
- 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)