ESTIMATION OF A SEMIPARAMETRIC IGARCH(1,1) MODEL (Q3021624): Difference between revisions

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+A simple general approach to inference about the tail of a distribution
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+Nonparametric methods for inference in the presence of instrumental variables
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+Modelling the persistence of conditional variances
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+Optimality for ill-posed problems under general source conditions
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+Sieve Extremum Estimates for Weakly Dependent Data
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+Instrumental Variable Estimation of Nonparametric Models
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+Semi-Nonparametric IV Estimation of Shape-Invariant Engel Curves
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+MULTIVARIATE LOCAL POLYNOMIAL REGRESSION FOR TIME SERIES:UNIFORM STRONG CONSISTENCY AND RATES
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+Estimating Semiparametric ARCH(oo) Models by Kernel Smoothing Methods1
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+Multivariate Stochastic Variance Models
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