EFFICIENT ESTIMATION USING THE CHARACTERISTIC FUNCTION (Q61344): Difference between revisions

From MaRDI portal
Importer (talk | contribs)
Created a new Item
 
Set OpenAlex properties.
 
(5 intermediate revisions by 5 users not shown)
Property / publication date
 
16 May 2017
Timestamp+2017-05-16T00:00:00Z
Timezone+00:00
CalendarGregorian
Precision1 day
Before0
After0
Property / publication date: 16 May 2017 / rank
 
Normal rank
Property / author
 
Property / author: Marine Carrasco / rank
 
Normal rank
Property / author
 
Property / author: Rachidi Kotchoni / rank
 
Normal rank
Property / title
 
EFFICIENT ESTIMATION USING THE CHARACTERISTIC FUNCTION (English)
Property / title: EFFICIENT ESTIMATION USING THE CHARACTERISTIC FUNCTION (English) / rank
 
Normal rank
Property / zbMATH Open document ID
 
Property / zbMATH Open document ID: 1442.62732 / rank
 
Normal rank
Property / Mathematics Subject Classification ID
 
Property / Mathematics Subject Classification ID: 62P20 / rank
 
Normal rank
Property / Mathematics Subject Classification ID
 
Property / Mathematics Subject Classification ID: 62M05 / rank
 
Normal rank
Property / Mathematics Subject Classification ID
 
Property / Mathematics Subject Classification ID: 62F12 / rank
 
Normal rank
Property / zbMATH DE Number
 
Property / zbMATH DE Number: 6717691 / rank
 
Normal rank
Property / MaRDI profile type
 
Property / MaRDI profile type: MaRDI publication profile / rank
 
Normal rank
Property / cites work
 
Property / cites work: The Bias of Instrumental Variable Estimators / rank
 
Normal rank
Property / cites work
 
Property / cites work: Efficient estimation of general dynamic models with a continuum of moment conditions / rank
 
Normal rank
Property / cites work
 
Property / cites work: GENERALIZATION OF GMM TO A CONTINUUM OF MOMENT CONDITIONS / rank
 
Normal rank
Property / cites work
 
Property / cites work: Spectral GMM estimation of continuous-time processes / rank
 
Normal rank
Property / cites work
 
Property / cites work: A Theory of the Term Structure of Interest Rates / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q3723577 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Choosing the Number of Instruments / rank
 
Normal rank
Property / cites work
 
Property / cites work: Simulated Moments Estimation of Markov Models of Asset Prices / rank
 
Normal rank
Property / cites work
 
Property / cites work: Two singular diffusion problems / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q3940660 / rank
 
Normal rank
Property / cites work
 
Property / cites work: On Some Fourier Methods for Inference / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q3902322 / rank
 
Normal rank
Property / cites work
 
Property / cites work: The empirical characteristic function and its applications / rank
 
Normal rank
Property / cites work
 
Property / cites work: Econometric specification of stochastic discount factor models / rank
 
Normal rank
Property / cites work
 
Property / cites work: Large Sample Properties of Generalized Method of Moments Estimators / rank
 
Normal rank
Property / cites work
 
Property / cites work: A Closed-Form Solution for Options with Stochastic Volatility with Applications to Bond and Currency Options / rank
 
Normal rank
Property / cites work
 
Property / cites work: OPTIMAL BANDWIDTH CHOICE FOR ESTIMATION OF INVERSE CONDITIONAL–DENSITY–WEIGHTED EXPECTATIONS / rank
 
Normal rank
Property / cites work
 
Property / cites work: Regression-Type Estimation of the Parameters of Stable Laws / rank
 
Normal rank
Property / cites work
 
Property / cites work: Edgeworth approximations for semiparametric instrumental variable estimators and test statis\-tics. / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q4320778 / rank
 
Normal rank
Property / cites work
 
Property / cites work: The Bias and Moment Matrix of the General k-Class Estimators of the Parameters in Simultaneous Equations / rank
 
Normal rank
Property / cites work
 
Property / cites work: Higher Order Properties of Gmm and Generalized Empirical Likelihood Estimators / rank
 
Normal rank
Property / cites work
 
Property / cites work: The estimation of the parameters of the stable laws / rank
 
Normal rank
Property / cites work
 
Property / cites work: Linear Regression Limit Theory for Nonstationary Panel Data / rank
 
Normal rank
Property / cites work
 
Property / cites work: The second-order bias and mean squared error of nonlinear estimators / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q3678539 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q3703102 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Estimation of affine asset pricing models using the empirical characteristic function / rank
 
Normal rank
Property / cites work
 
Property / cites work: Empirical Characteristic Function Estimation and Its Applications / rank
 
Normal rank
Property / full work available at URL
 
Property / full work available at URL: https://doi.org/10.1017/s0266466616000025 / rank
 
Normal rank
Property / OpenAlex ID
 
Property / OpenAlex ID: W2290925108 / rank
 
Normal rank
links / mardi / namelinks / mardi / name
 

Latest revision as of 08:50, 30 July 2024

scientific article
Language Label Description Also known as
English
EFFICIENT ESTIMATION USING THE CHARACTERISTIC FUNCTION
scientific article

    Statements

    33
    0 references
    2
    0 references
    479-526
    0 references
    22 February 2016
    0 references
    16 May 2017
    0 references
    0 references
    0 references
    0 references
    0 references
    EFFICIENT ESTIMATION USING THE CHARACTERISTIC FUNCTION (English)
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references

    Identifiers