Efficient estimation of general dynamic models with a continuum of moment conditions (Q451261): Difference between revisions

@@ Property / author @@
-Jean-Pierre Florens
@@ Property / author: Jean-Pierre Florens / rank @@
-Normal rank
@@ Property / author @@
-Eric Ghysels
@@ Property / author: Eric Ghysels / rank @@
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@@ Property / author @@
+Eric Ghysels
@@ Property / author: Eric Ghysels / rank @@
+Normal rank
@@ Property / author @@
+Jean-Pierre Florens
@@ Property / author: Jean-Pierre Florens / rank @@
+Normal rank
@@ Property / Mathematics Subject Classification ID @@
+B62
@@ Property / Mathematics Subject Classification ID: 91B62 / rank @@
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@@ Property / zbMATH DE Number @@
+6085399
@@ Property / zbMATH DE Number: 6085399 / rank @@
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@@ Property / zbMATH Keywords @@
+characteristic function
@@ Property / zbMATH Keywords: characteristic function / rank @@
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@@ Property / zbMATH Keywords @@
+efficient estimation
@@ Property / zbMATH Keywords: efficient estimation / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+affine models
@@ Property / zbMATH Keywords: affine models / rank @@
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+HRMSYM
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+W1988602734
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@@ Property / cites work @@
+Simulated Non-Parametric Estimation of Dynamic Models
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@@ Property / cites work @@
+Heteroskedasticity and Autocorrelation Consistent Covariance Matrix Estimation
+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 @@
+Spectral GMM estimation of continuous-time processes
+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
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+Nonparametric Instrumental Regression
@@ Property / cites work: Nonparametric Instrumental Regression / rank @@
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+Asymptotic properties of Monte Carlo estimators of diffusion processes
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+Choosing the Number of Instruments
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+Simulated Moments Estimation of Markov Models of Asset Prices
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+A NONPARAMETRIC SIMULATED MAXIMUM LIKELIHOOD ESTIMATION METHOD
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+An efficiency result for the empirical characteristic function in stationary time-series models
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+Q3902322
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+Estimating stochastic differential equations efficiently by minimum chi-squared
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+Reprojecting Partially Observed Systems with Application to Interest Rate Diffusions
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+Fully symmetric interpolatory rules for multiple integrals over infinite regions with Gaussian weight
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+Bootstrap Critical Values for Tests Based on Generalized-Method-of-Moments Estimators
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+A method for calculating bounds on the asymptotic covariance matrices of generalized method of moments estimators
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+Matrix Analysis
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+On Consistent Estimates of the Spectrum of a Stationary Time Series
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+Q5667325
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+Q4839388
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+Estimation of affine asset pricing models using the empirical characteristic function
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+Asymptotic Statistics
@@ Property / cites work: Asymptotic Statistics / rank @@
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+Q4869532
@@ Property / cites work: Q4869532 / rank @@
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@@ links / mardi / name / links / mardi / name @@
+Publication:451261