Identification by Laplace transforms in nonlinear time series and panel models with unobserved stochastic dynamic effects (Q1739883): Difference between revisions

@@ Property / DOI @@
-.1016/j.jeconom.2018.01.012
@@ Property / DOI: 10.1016/j.jeconom.2018.01.012 / rank @@
-Normal rank
@@ Property / cites work @@
+FIRST-ORDER INTEGER-VALUED AUTOREGRESSIVE (INAR(1)) PROCESS
+Normal rank
@@ Property / cites work @@
+Q4420195
@@ Property / cites work: Q4420195 / rank @@
+Normal rank
@@ Property / cites work @@
+Q3231647
@@ Property / cites work: Q3231647 / rank @@
+Normal rank
@@ Property / cites work @@
+Individual effects and dynamics in count data models.
+Normal rank
@@ Property / cites work @@
+Mixed INAR(1) Poisson regression models: Analyzing heterogeneity and serial dependencies in longitudinal count data
+Normal rank
@@ Property / cites work @@
+Functional Differencing
@@ Property / cites work: Functional Differencing / rank @@
+Normal rank
@@ Property / cites work @@
+A new skew integer valued time series process
@@ Property / cites work: A new skew integer valued time series process / rank @@
+Normal rank
@@ Property / cites work @@
+Inference in hidden Markov models.
@@ Property / cites work: Inference in hidden Markov models. / rank @@
+Normal rank
@@ Property / cites work @@
+Efficient estimation of general dynamic models with a continuum of moment conditions
+Normal rank
@@ Property / cites work @@
+GENERALIZATION OF GMM TO A CONTINUUM OF MOMENT CONDITIONS
+Normal rank
@@ Property / cites work @@
+ON THE ASYMPTOTIC EFFICIENCY OF GMM
@@ Property / cites work: ON THE ASYMPTOTIC EFFICIENCY OF GMM / rank @@
+Normal rank
@@ Property / cites work @@
+Identification and estimation of nonlinear models using two samples with nonclassical measurement errors
+Normal rank
@@ Property / cites work @@
+Spectral GMM estimation of continuous-time processes
+Normal rank
@@ Property / cites work @@
+Efficiency Bounds for Semiparametric Regression
@@ Property / cites work: Efficiency Bounds for Semiparametric Regression / rank @@
+Normal rank
@@ Property / cites work @@
+A Theory of the Term Structure of Interest Rates
@@ Property / cites work: A Theory of the Term Structure of Interest Rates / rank @@
+Normal rank
@@ Property / cites work @@
+Q2805763
@@ Property / cites work: Q2805763 / rank @@
+Normal rank
@@ Property / cites work @@
+Structural Laplace Transform and Compound Autoregressive Models
+Normal rank
@@ Property / cites work @@
+Q3015761
@@ Property / cites work: Q3015761 / rank @@
+Normal rank
@@ Property / cites work @@
+Q4212965
@@ Property / cites work: Q4212965 / rank @@
+Normal rank
@@ Property / cites work @@
+EFFICIENCY IN LARGE DYNAMIC PANEL MODELS WITH COMMON FACTORS
+Normal rank
@@ Property / cites work @@
+Bayesian estimation of state space models using moment conditions
+Normal rank
@@ Property / cites work @@
+Q4171478
@@ Property / cites work: Q4171478 / rank @@
+Normal rank
@@ Property / cites work @@
+The Wishart autoregressive process of multivariate stochastic volatility
+Normal rank
@@ Property / cites work @@
+Large Sample Properties of Generalized Method of Moments Estimators
+Normal rank
@@ Property / cites work @@
+Identification and estimation of nonlinear dynamic panel data models with unobserved covariates
+Normal rank
@@ Property / cites work @@
+Nonparametric identification of dynamic models with unobserved state variables
+Normal rank
@@ Property / cites work @@
+Volatility and Links between National Stock Markets
+Normal rank
@@ Property / cites work @@
+Q5664695
@@ Property / cites work: Q5664695 / rank @@
+Normal rank
@@ Property / cites work @@
+Entropic Latent Variable Integration via Simulation
+Normal rank
@@ Property / cites work @@
+Estimation of affine asset pricing models using the empirical characteristic function
+Normal rank
@@ Property / cites work @@
+Moment conditions for fixed effects count data models with endogenous regressors.
+Normal rank
@@ Property / cites work @@
+Distribution-free estimation of some nonlinear panel data models
+Normal rank
@@ Property / Wikidata QID @@
+Q128819483
@@ Property / Wikidata QID: Q128819483 / rank @@
+Normal rank
@@ Property / DOI @@
+.1016/J.JECONOM.2018.01.012
@@ Property / DOI: 10.1016/J.JECONOM.2018.01.012 / rank @@
+Normal rank