Pages that link to "Item:Q278271"
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The following pages link to Econometric specification of stochastic discount factor models (Q278271):
Displayed 39 items.
- Time series properties of aggregated AR(1) processes with uniformly distributed coefficients. (Q1960347) (← links)
- Level-\(k\) reasoning in a generalized beauty contest (Q2016241) (← links)
- A two-step estimator for generalized linear models for longitudinal data with time-varying measurement error (Q2089288) (← links)
- Goodness-of-fit tests for Markov Switching VAR models using spectral analysis (Q2123263) (← links)
- Robust model selection with covariables missing at random (Q2135520) (← links)
- Option valuation with IG-GARCH model and a U-shaped pricing kernel (Q2153632) (← links)
- Consistency for the negative binomial regression with fixed covariate (Q2189754) (← links)
- Volatility flocking by Cucker-Smale mechanism in financial markets (Q2216409) (← links)
- Indirect inference in fractional short-term interest rate diffusions (Q2227436) (← links)
- Two-step estimation of models between latent classes and external variables (Q2318846) (← links)
- Smile from the past: a general option pricing framework with multiple volatility and leverage components (Q2347728) (← links)
- Noncausal vector autoregressive process: representation, identification and semi-parametric estimation (Q2398979) (← links)
- Factor double autoregressive models with application to simultaneous causality testing (Q2437865) (← links)
- The stochastic conditional duration model: a latent variable model for the analysis of financial durations (Q2439048) (← links)
- Stochastic volatility duration models (Q2439049) (← links)
- Model equivalence tests in a parametric framework (Q2512611) (← links)
- Testing multiple inequality hypotheses: a smoothed indicator approach (Q2512631) (← links)
- Estimation with overidentifying inequality moment conditions (Q2630123) (← links)
- A new instrumental method for dealing with endogenous selection (Q2630145) (← links)
- Short and long run causality measures: theory and inference (Q2630148) (← links)
- A discrete-time hedging framework with multiple factors and fat tails: on what matters (Q2682956) (← links)
- Conditional asymmetry in power ARCH\((\infty)\) models (Q2697981) (← links)
- A COMPARISON OF PRICING KERNELS FOR GARCH OPTION PRICING WITH GENERALIZED HYPERBOLIC DISTRIBUTIONS (Q3094327) (← links)
- Auxiliary Likelihood-Based Approximate Bayesian Computation in State Space Models (Q3391261) (← links)
- Structural Laplace Transform and Compound Autoregressive Models (Q3440747) (← links)
- COHERENT INCURRED PAID (CIP) MODELS FOR CLAIMS RESERVING (Q4562954) (← links)
- A financial CCAPM and economic inequalities (Q4683055) (← links)
- The estimation of multidimensional fixed effects panel data models (Q5034247) (← links)
- Simplex regression models with measurement error (Q5082788) (← links)
- A doubly restricted exponential dispersion model (Q5083459) (← links)
- Retrospective sampling of survival data based on a Poisson birth process: conditional maximum likelihood (Q5095843) (← links)
- PRICING KERNEL ESTIMATION: A LOCAL ESTIMATING EQUATION APPROACH (Q5255875) (← links)
- OPTION PRICING USING A REGIME SWITCHING STOCHASTIC DISCOUNT FACTOR (Q5420701) (← links)
- Identification-robust moment-based tests for Markov switching in autoregressive models (Q5864645) (← links)
- On the uniqueness of the maximum likelihood estimator. (Q5958452) (← links)
- A note about model selection and tests for non-nested contingent valuation models (Q5958531) (← links)
- Estimation and Testing in M‐quantile Regression with Applications to Small Area Estimation (Q6086600) (← links)
- Generalized Covariance Estimator (Q6190741) (← links)
- A two-step estimator for multilevel latent class analysis with covariates (Q6198859) (← links)