Pages that link to "Item:Q1302762"
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The following pages link to The relative efficiency of method of moments estimators (Q1302762):
Displayed 19 items.
- Testing normality: a GMM approach (Q261889) (← links)
- Robust efficient method of moments (Q265015) (← links)
- A tale of two yield curves: modeling the joint term structure of dollar and euro interest rates (Q737878) (← links)
- A genetic estimation algorithm for parameters of stochastic ordinary differential equations (Q957005) (← links)
- Discontinuities in indirect estimation: an application to EAR models (Q959300) (← links)
- Volume, volatility, and leverage: A dynamic analysis (Q1126500) (← links)
- Nonparametric estimation of structural models for high-frequency currency market data (Q1347106) (← links)
- Purebred or hybrid?: Reproducing the volatility in term structure dynamics. (Q1398977) (← links)
- Estimation of parameters in mean-reverting stochastic systems (Q1718116) (← links)
- Moments and Mellin transform of the asset price in Stein and Stein model and option pricing (Q1754533) (← links)
- Cross-validated SNP density estimates (Q1858960) (← links)
- On the validity of Edgeworth expansions and moment approximations for three indirect inference estimators (Q2312951) (← links)
- The indirect method: inference based on intermediate statistics -- a synthesis and examples (Q2503926) (← links)
- RISK PERCEPTION AND EQUITY RETURNS: EVIDENCE FROM THE SPX AND VIX (Q2870074) (← links)
- The estimation of parameters for stochastic differential equations using neural networks (Q3062539) (← links)
- Empirical Characteristic Function Estimation and Its Applications (Q3157837) (← links)
- EFFICIENT METHOD OF MOMENTS IN MISSPECIFIED I.I.D. MODELS (Q4653560) (← links)
- (Q5290309) (← links)
- Discrete mixtures of normals pseudo maximum likelihood estimators of structural vector autoregressions (Q6108270) (← links)