Overparameterization in the seminonparametric density estimation

DOI10.1016/S0165-1765(98)00077-9MaRDI QIDQ1274179zbMATH OpenFDO

Authors K. Appert

Publication date 12 January 1999

Published in Economics Letters (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/S0165-1765(98)00077-9

zbMATH Keywords

information matrixsingularitySNP density estimation

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Statistical methods; economic indices and measures (91B82)

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Cites work

• Estimating continuous-time stochastic volatility models of the short-term interest rate
• Estimating stochastic differential equations efficiently by minimum chi-squared
• ESTIMATION OF CONTINUOUS-TIME MODELS FOR STOCK RETURNS AND INTEREST RATES
• scientific article; zbMATH DE number 5010687 (Why is no real title available?)
• scientific article; zbMATH DE number 88834 (Why is no real title available?)
• Identification and Lack of Identification
• Nonlinear Dynamic Structures
• Nonparametric estimation of structural models for high-frequency currency market data
• Semi-Nonparametric Maximum Likelihood Estimation
• Seminonparametric Estimation of Conditionally Constrained Heterogeneous Processes: Asset Pricing Applications
• Using conditional moments of asset payoffs to infer the volatility of intertemporal marginal rates of substitution
• Volume, volatility, and leverage: A dynamic analysis

Cited in

(1)

• Semi-nonparametric estimation of secret reserve prices in auctions

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