The following pages link to (Q4409944):
Displayed 18 items.
- Indirect inference and calibration of dynamic stochastic general equilibrium models (Q278265) (← links)
- Indirect estimation of large conditionally heteroskedastic factor models, with an application to the Dow 30 stocks (Q295688) (← links)
- On the equivalence of indirect inference and bootstrap bias correction for linear IV estimators (Q397953) (← links)
- Indirect inference for dynamic panel models (Q530970) (← links)
- Estimating the Wishart affine stochastic correlation model using the empirical characteristic function (Q905380) (← links)
- Estimating binary multilevel models through indirect inference. (Q1277693) (← links)
- Bias-corrected quantile regression estimation of censored regression models (Q1706470) (← links)
- Finite-sample theory and bias correction of maximum likelihood estimators in the EGARCH model (Q1726177) (← links)
- New distribution theory for the estimation of structural break point in mean (Q1754516) (← links)
- Exit dynamics of start-up firms: structural estimation using indirect inference (Q1754522) (← links)
- Estimating stable latent factor models by indirect inference (Q1754526) (← links)
- Indirect estimation of ARFIMA and VARFIMA models (Q1808561) (← links)
- On the informational role of term structure in the US monetary policy rule (Q1994288) (← links)
- On the validity of Edgeworth expansions and moment approximations for three indirect inference estimators (Q2312951) (← links)
- Simulation-Based Estimation Methods for Financial Time Series Models (Q3112468) (← links)
- Indirect inference for time series using the empirical characteristic function and control variates (Q5012858) (← links)
- Estimating large losses in insurance analytics and operational risk using the g-and-h distribution (Q5014251) (← links)
- Simulation-Based Bias Correction Methods for Complex Models (Q5229900) (← links)