Semi-Nonparametric Maximum Likelihood Estimation
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- A Review of Nonparametric Time Series Analysis
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- Bayesian local influence for survival models
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- Estimation of stochastic volatility models with diagnostics
- EFFICIENT METHOD OF MOMENTS IN MISSPECIFIED I.I.D. MODELS
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- The relative efficiency of method of moments estimators
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- Semiparametric efficiency in GMM models with auxiliary data
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- Modeling long memory in stock market volatility
- Semiparametric models with single-index nuisance parameters
- A copula-based GLMM model for multivariate longitudinal data with mixed-types of responses
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- Robust misspecification tests for the Heckman's two-step estimator
- A discrete-time model for daily S\&P500 returns and realized variations: jumps and leverage effects
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- Score tests of normality in bivariate probit models
- Volume, volatility, and leverage: A dynamic analysis
- A Maximum Likelihood Approach to Density Estimation with Semidefinite Programming
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- Semiparametrically optimal cointegration test
- Robust efficient method of moments estimation
- Semi-nonparametric cointegration testing
- Simulated minimum Hellinger distance estimation of stochastic volatility models
- Estimation of dynamic models with nonparametric simulated maximum likelihood
- A family of empirical likelihood functions and estimators for the binary response model
- A random linear functional approach to efficiency bounds
- Bivariate non-normality in the sample selection model
- Option pricing where the underlying assets follow a Gram/Charlier density of arbitrary order
- Qualitative and asymptotic performance of SNP density estimators
- Model averaging quantiles from data censored by a limit of detection
- Semiparametric qualitative response model estimation with unknown heteroscedasticity or instrumental variables
- A NONPARAMETRIC SIMULATED MAXIMUM LIKELIHOOD ESTIMATION METHOD
- Cox regression for mixed case interval-censored data with covariate errors
- Multivariate generalized linear mixed models with semi-nonparametric and smooth nonparametric random effects densities
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- Estimating continuous-time stochastic volatility models of the short-term interest rate
- Two-stage non Gaussian QML estimation of GARCH models and testing the efficiency of the Gaussian QMLE
- A likelihood based approach for joint modeling of longitudinal trajectories and informative censoring process
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- The Bierens test under data dependence
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