Estimation of dynamic models with nonparametric simulated maximum likelihood (Q738137): Difference between revisions

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+Closed-form likelihood expansions for multivariate diffusions
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+Simulated Non-Parametric Estimation of Dynamic Models
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+WEAK DEPENDENCE: MODELS AND APPLICATIONS TO ECONOMETRICS
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+Maximum Likelihood Estimation of Discretely Sampled Diffusions: A Closed-form Approximation Approach
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+Fully Nonparametric Estimation of Scalar Diffusion Models
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+Asymptotic optimal inference for non-ergodic models
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+Q3996311
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+Approximation of jump diffusions in finance and economics
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+Smoothing for Discrete-Valued Time Series
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+Efficient estimation of general dynamic models with a continuum of moment conditions
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+A Theory of the Term Structure of Interest Rates
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+Asymptotic properties of Monte Carlo estimators of diffusion processes
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+Density estimation by wavelet thresholding
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+Simulated Moments Estimation of Markov Models of Asset Prices
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+Likelihood Inference for Discretely Observed Nonlinear Diffusions
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+Markov-Perfect Industry Dynamics: A Framework for Empirical Work
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+Convergence Rates of SNP Density Estimators
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+A NONPARAMETRIC SIMULATED MAXIMUM LIKELIHOOD ESTIMATION METHOD
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+Semi-Nonparametric Maximum Likelihood Estimation
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+A Brief Survey of Bandwidth Selection for Density Estimation
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+Nonparametric estimation in null recurrent time series.
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+Higher-order implicit strong numerical schemes for stochastic differential equations
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+Pseudo-maximum likelihood estimation in two classes of semiparametric diffusion models
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+Likelihood-based inference for cointegration with nonlinear error-correction
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+UNIFORM CONVERGENCE RATES OF KERNEL ESTIMATORS WITH HETEROGENEOUS DEPENDENT DATA
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+ASYMPTOTICS OF THE QMLE FOR A CLASS OF ARCH(q) MODELS
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+STATISTICAL INFERENCE WITH SIMULATED LIKELIHOOD FUNCTIONS
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+Simulation estimation of time-series models
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+Consistency and Unbiasedness of Certain Nonparametric Tests
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+Q3428623
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+Simulation‐based likelihood inference for limited dependent processes
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+Nonstationary Binary Choice
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+Nonlinear Regressions with Integrated Time Series
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+Q4834284
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+Consistency and asymptotic normality of an approximate maximum likelihood estimator for discretely observed diffusion processes
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+ERA's: A New Approach to Small Sample Theory
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+Estimation of stochastic volatility models via Monte Carlo maximum likelihood
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+Q4863755
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+Large-sample inference for log-spline models
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+Q4365255
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+Data-based optimal smoothing of orthogonal series density estimates
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+Q4869532
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+Maximum Likelihood Estimation of Misspecified Models
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+Closed-form likelihood approximation and estimation of jump-diffusions with an application to the realignment risk of the Chinese yuan
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