The relative efficiency of method of moments estimators (Q1302762): Difference between revisions

@@ Property / MaRDI profile type @@
+MaRDI publication profile
@@ Property / MaRDI profile type: MaRDI publication profile / rank @@
+Normal rank
@@ Property / cites work @@
+Q3331506
@@ Property / cites work: Q3331506 / rank @@
+Normal rank
@@ Property / cites work @@
+Estimating continuous-time stochastic volatility models of the short-term interest rate
+Normal rank
@@ Property / cites work @@
+A Subordinated Stochastic Process Model with Finite Variance for Speculative Prices
+Normal rank
@@ Property / cites work @@
+Finite Sample Properties of the Efficient Method of Moments
+Normal rank
@@ Property / cites work @@
+Simulated Moments Estimation of Markov Models of Asset Prices
+Normal rank
@@ Property / cites work @@
+Qualitative and asymptotic performance of SNP density estimators
+Normal rank
@@ Property / cites work @@
+Explicit Estimators of Parametric Functions in Nonlinear Regression
+Normal rank
@@ Property / cites work @@
+Estimation of stochastic volatility models with diagnostics
+Normal rank
@@ Property / cites work @@
+Estimating stochastic differential equations efficiently by minimum chi-squared
+Normal rank
@@ Property / cites work @@
+Semi-Nonparametric Maximum Likelihood Estimation
@@ Property / cites work: Semi-Nonparametric Maximum Likelihood Estimation / rank @@
+Normal rank
@@ Property / cites work @@
+Seminonparametric Estimation of Conditionally Constrained Heterogeneous Processes: Asset Pricing Applications
+Normal rank
@@ Property / cites work @@
+Reprojecting Partially Observed Systems with Application to Interest Rate Diffusions
+Normal rank
@@ Property / cites work @@
+Calculation of Gauss Quadrature Rules
@@ Property / cites work: Calculation of Gauss Quadrature Rules / rank @@
+Normal rank
@@ Property / cites work @@
+Large Sample Properties of Generalized Method of Moments Estimators
+Normal rank
@@ Property / cites work @@
+Simulation estimation of time-series models
@@ Property / cites work: Simulation estimation of time-series models / rank @@
+Normal rank
@@ Property / cites work @@
+Q4315010
@@ Property / cites work: Q4315010 / rank @@
+Normal rank
@@ Property / cites work @@
+Econometrics of First-Price Auctions
@@ Property / cites work: Econometrics of First-Price Auctions / rank @@
+Normal rank
@@ Property / cites work @@
+Exact mean integrated squared error
@@ Property / cites work: Exact mean integrated squared error / rank @@
+Normal rank
@@ Property / cites work @@
+Estimating the dimension of a model
@@ Property / cites work: Estimating the dimension of a model / rank @@
+Normal rank
@@ Property / cites work @@
+The Price Variability-Volume Relationship on Speculative Markets
+Normal rank
@@ Property / cites work @@
+Asymptotic Efficiency of the Maximum Likelihood Estimator
+Normal rank
@@ Property / full work available at URL @@
+https://doi.org/10.1016/s0304-4076(98)00088-8
+Normal rank
@@ Property / OpenAlex ID @@
+W1999415206
@@ Property / OpenAlex ID: W1999415206 / rank @@
+Normal rank
@@ links / mardi / name / links / mardi / name @@
+Publication:1302762