Pages that link to "Item:Q295688"

The following pages link to Indirect estimation of large conditionally heteroskedastic factor models, with an application to the Dow 30 stocks (Q295688):

Displayed 14 items.

• Indirect estimation of large conditionally heteroskedastic factor models, with an application to the Dow 30 stocks (Q295688) ‎ (← links)
• Unobserved component models with asymmetric conditional variances (Q959303) ‎ (← links)
• Deciding between GARCH and stochastic volatility via strong decision rules (Q1044073) ‎ (← links)
• Generalized dynamic factor models and volatilities: estimation and forecasting (Q1676377) ‎ (← links)
• Factor GARCH-Itô models for high-frequency data with application to large volatility matrix prediction (Q1739867) ‎ (← links)
• A spectral EM algorithm for dynamic factor models (Q1754525) ‎ (← links)
• Estimating stable latent factor models by indirect inference (Q1754526) ‎ (← links)
• Generalized dynamic factor models and volatilities: consistency, rates, and prediction intervals (Q2305972) ‎ (← links)
• On the validity of Edgeworth expansions and moment approximations for three indirect inference estimators (Q2312951) ‎ (← links)
• Through the looking glass: indirect inference via simple equilibria (Q2343812) ‎ (← links)
• Econometrics exams and round numbers: Use or misuse of indirect estimation methods? (Q5086127) ‎ (← links)
• Estimating multiple-membership logit models with mixed effects: indirect inference versus data cloning (Q5106931) ‎ (← links)
• Simulation-Based Bias Correction Methods for Complex Models (Q5229900) ‎ (← links)
• Bond Risk Premia Forecasting: A Simple Approach for Extracting Macroeconomic Information from a Panel of Indicators (Q5864355) ‎ (← links)