A fast subsampling method for nonlinear dynamic models (Q275251): Difference between revisions

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+M. Dambrine
@@ Property / author: M. Dambrine / rank @@
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@@ Property / Mathematics Subject Classification ID @@
+J02
@@ Property / Mathematics Subject Classification ID: 62J02 / rank @@
+Normal rank
@@ Property / Mathematics Subject Classification ID @@
+F40
@@ Property / Mathematics Subject Classification ID: 62F40 / rank @@
+Normal rank
@@ Property / Mathematics Subject Classification ID @@
+P20
@@ Property / Mathematics Subject Classification ID: 62P20 / rank @@
+Normal rank
@@ Property / zbMATH DE Number @@
+6573248
@@ Property / zbMATH DE Number: 6573248 / rank @@
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@@ Property / zbMATH Keywords @@
+subsampling
@@ Property / zbMATH Keywords: subsampling / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+nonlinear dynamic models
@@ Property / zbMATH Keywords: nonlinear dynamic models / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+simulation based estimators
@@ Property / zbMATH Keywords: simulation based estimators / rank @@
+Normal rank
@@ Property / MaRDI profile type @@
+MaRDI publication profile
@@ Property / MaRDI profile type: MaRDI publication profile / rank @@
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@@ Property / OpenAlex ID @@
+W2063057816
@@ Property / OpenAlex ID: W2063057816 / rank @@
+Normal rank
@@ Property / cites work @@
+Estimation When a Parameter is on a Boundary
@@ Property / cites work: Estimation When a Parameter is on a Boundary / rank @@
+Normal rank
@@ Property / cites work @@
+Testing When a Parameter is on the Boundary of the Maintained Hypothesis
+Normal rank
@@ Property / cites work @@
+Higher-Order Improvements of a Computationally Attractive k-Step Bootstrap for Extremum Estimators
+Normal rank
@@ Property / cites work @@
+On Subsampling Estimators with Unknown Rate of Convergence
+Normal rank
@@ Property / cites work @@
+Instrumental Models and Indirect Encompassing
@@ Property / cites work: Instrumental Models and Indirect Encompassing / rank @@
+Normal rank
@@ Property / cites work @@
+Maximum likelihood and the bootstrap for nonlinear dynamic models
+Normal rank
@@ Property / cites work @@
+Subsampling inference in threshold autoregressive models
+Normal rank
@@ Property / cites work @@
+Econometric specification of stochastic discount factor models
+Normal rank
@@ Property / cites work @@
+Pseudo Maximum Likelihood Methods: Theory
@@ Property / cites work: Pseudo Maximum Likelihood Methods: Theory / rank @@
+Normal rank
@@ Property / cites work @@
+Window Subsampling of Estimating Functions with Application to Regression Models
+Normal rank
@@ Property / cites work @@
+The estimating function bootstrap
@@ Property / cites work: The estimating function bootstrap / rank @@
+Normal rank
@@ Property / cites work @@
+A Simple, Positive Semi-Definite, Heteroskedasticity and Autocorrelation Consistent Covariance Matrix
+Normal rank
@@ Property / cites work @@
+Large sample confidence regions based on subsamples under minimal assumptions
+Normal rank
@@ Property / cites work @@
+Subsampling
@@ Property / cites work: Subsampling / rank @@
+Normal rank
@@ Property / cites work @@
+The jackknife and bootstrap
@@ Property / cites work: The jackknife and bootstrap / rank @@
+Normal rank
@@ Property / cites work @@
+Maximum Likelihood Estimation of Misspecified Models
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@@ links / mardi / name / links / mardi / name @@
+Publication:275251