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

From MaRDI portal
Set OpenAlex properties.
ReferenceBot (talk | contribs)
Changed an Item
Property / cites work
 
Property / cites work: FIRST-ORDER INTEGER-VALUED AUTOREGRESSIVE (INAR(1)) PROCESS / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q4420195 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q3231647 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Individual effects and dynamics in count data models. / rank
 
Normal rank
Property / cites work
 
Property / cites work: Mixed INAR(1) Poisson regression models: Analyzing heterogeneity and serial dependencies in longitudinal count data / rank
 
Normal rank
Property / cites work
 
Property / cites work: Functional Differencing / rank
 
Normal rank
Property / cites work
 
Property / cites work: A new skew integer valued time series process / rank
 
Normal rank
Property / cites work
 
Property / cites work: Inference in hidden Markov models. / 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: ON THE ASYMPTOTIC EFFICIENCY OF GMM / rank
 
Normal rank
Property / cites work
 
Property / cites work: Identification and estimation of nonlinear models using two samples with nonclassical measurement errors / 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: Efficiency Bounds for Semiparametric Regression / 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: Q2805763 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Structural Laplace Transform and Compound Autoregressive Models / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q3015761 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q4212965 / rank
 
Normal rank
Property / cites work
 
Property / cites work: EFFICIENCY IN LARGE DYNAMIC PANEL MODELS WITH COMMON FACTORS / rank
 
Normal rank
Property / cites work
 
Property / cites work: Bayesian estimation of state space models using moment conditions / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q4171478 / rank
 
Normal rank
Property / cites work
 
Property / cites work: The Wishart autoregressive process of multivariate stochastic volatility / 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: Identification and estimation of nonlinear dynamic panel data models with unobserved covariates / rank
 
Normal rank
Property / cites work
 
Property / cites work: Nonparametric identification of dynamic models with unobserved state variables / rank
 
Normal rank
Property / cites work
 
Property / cites work: Volatility and Links between National Stock Markets / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q5664695 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Entropic Latent Variable Integration via Simulation / 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: Moment conditions for fixed effects count data models with endogenous regressors. / rank
 
Normal rank
Property / cites work
 
Property / cites work: Distribution-free estimation of some nonlinear panel data models / rank
 
Normal rank

Revision as of 01:49, 19 July 2024

scientific article
Language Label Description Also known as
English
Identification by Laplace transforms in nonlinear time series and panel models with unobserved stochastic dynamic effects
scientific article

    Statements

    Identification by Laplace transforms in nonlinear time series and panel models with unobserved stochastic dynamic effects (English)
    0 references
    29 April 2019
    0 references
    semiparametric identification
    0 references
    nonlinear factor model
    0 references
    conditional moment restrictions
    0 references
    cross-differencing
    0 references
    count panel data
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references

    Identifiers