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

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+The Bias of Instrumental Variable Estimators
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+Efficient estimation of general dynamic models with a continuum of moment conditions
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+GENERALIZATION OF GMM TO A CONTINUUM OF MOMENT CONDITIONS
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+Spectral GMM estimation of continuous-time processes
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+A Theory of the Term Structure of Interest Rates
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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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+Two singular diffusion problems
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+Q3940660
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+On Some Fourier Methods for Inference
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+Q3902322
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+The empirical characteristic function and its applications
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+Econometric specification of stochastic discount factor models
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+Large Sample Properties of Generalized Method of Moments Estimators
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+A Closed-Form Solution for Options with Stochastic Volatility with Applications to Bond and Currency Options
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+OPTIMAL BANDWIDTH CHOICE FOR ESTIMATION OF INVERSE CONDITIONAL–DENSITY–WEIGHTED EXPECTATIONS
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+Regression-Type Estimation of the Parameters of Stable Laws
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+Edgeworth approximations for semiparametric instrumental variable estimators and test statis\-tics.
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+Q4320778
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+The Bias and Moment Matrix of the General k-Class Estimators of the Parameters in Simultaneous Equations
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+Higher Order Properties of Gmm and Generalized Empirical Likelihood Estimators
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+The estimation of the parameters of the stable laws
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+Linear Regression Limit Theory for Nonstationary Panel Data
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+The second-order bias and mean squared error of nonlinear estimators
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+Q3678539
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+Q3703102
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+Estimation of affine asset pricing models using the empirical characteristic function
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+Empirical Characteristic Function Estimation and Its Applications
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