| Publication | Date of Publication | Type |
|---|
Sequential estimation of multivariate factor stochastic volatility models
AStA. Advances in Statistical Analysis | 2026-03-12 | Paper |
Assessing individual skill influence on housework time of Italian women: an endogenous-switching approach
Statistical Methods and Applications | 2023-07-27 | Paper |
Control variates for variance reduction in indirect inference: Interest rate models in continuous time
Econometrics Journal | 2023-07-07 | Paper |
Econometrics exams and round numbers: Use or misuse of indirect estimation methods?
Communications in Statistics. Simulation and Computation | 2022-07-01 | Paper |
Testing initial conditions in dynamic panel data models
Econometric Reviews | 2022-03-04 | Paper |
Self-selection and direct estimation of across-regime correlation parameter
Journal of Applied Statistics | 2020-12-04 | Paper |
Imputation of Continuous Variables Missing at Random using the Method of Simulated Scores
Compstat | 2020-07-15 | Paper |
Estimating multiple-membership logit models with mixed effects: indirect inference versus data cloning
Journal of Statistical Computation and Simulation | 2020-04-22 | Paper |
Estimating GARCH-type models with symmetric stable innovations: indirect inference versus maximum likelihood
Computational Statistics and Data Analysis | 2018-11-23 | Paper |
Estimating stable latent factor models by indirect inference
Journal of Econometrics | 2018-05-31 | Paper |
Indirect estimation of large conditionally heteroskedastic factor models, with an application to the Dow 30 stocks
Journal of Econometrics | 2016-06-13 | Paper |
Asymptotic standard errors of point elasticities calculated from simultaneous equation systems
Economics Letters | 2013-10-24 | Paper |
On the validity of the Jarque-Bera normality test in conditionally heteroskedastic dynamic regression models
Economics Letters | 2013-01-01 | Paper |
Indirect estimation of \(\alpha \)-stable stochastic volatility models
Computational Statistics and Data Analysis | 2010-03-30 | Paper |
Discontinuities in indirect estimation: an application to EAR models
Computational Statistics and Data Analysis | 2008-12-11 | Paper |
Indirect Estimation of α-Stable Distributions and Processes
Econometrics Journal | 2008-05-29 | Paper |
Constrained Indirect Estimation
Review of Economic Studies | 2005-03-30 | Paper |
Indirect inference and variance reduction using control variates
Metron | 2002-07-29 | Paper |
A tobit model with garch errors
Econometric Reviews | 1998-04-13 | Paper |
| scientific article; zbMATH DE number 813726 (Why is no real title available?) | 1995-12-11 | Paper |
Alternative covariance estimators of the standard Tobit model
Economics Letters | 1994-01-13 | Paper |
The behavior of trust-region methods in FIML-estimation
Computing | 1987-01-01 | Paper |
Forecast Variance in Dynamic Simulation of Simultaneous Equation Models
Econometrica | 1987-01-01 | Paper |
| scientific article; zbMATH DE number 4049348 (Why is no real title available?) | 1987-01-01 | Paper |
Control Variates to Estimate the Reduced Form Variance in Econometric Models
Econometrica | 1986-01-01 | Paper |
Estimating asymptotic standard errors and inconsistencies of impact multipliers in nonlinear econometric models
Journal of Econometrics | 1981-01-01 | Paper |
The One-Period Forecast Errors in Nonlinear Econometric Models
International Economic Review | 1980-01-01 | Paper |
| scientific article; zbMATH DE number 3729349 (Why is no real title available?) | 1980-01-01 | Paper |
