The following pages link to Patrick Gagliardini (Q265109):
Displayed 19 items.
- Robust GMM tests for structural breaks (Q265111) (← links)
- An efficient nonparametric estimator for models with nonlinear dependence (Q278497) (← links)
- Semi-parametric estimation of American option prices (Q528168) (← links)
- Tikhonov regularization for nonparametric instrumental variable estimators (Q738136) (← links)
- Double instrumental variable estimation of interaction models with big data (Q1676366) (← links)
- Identification by Laplace transforms in nonlinear time series and panel models with unobserved stochastic dynamic effects (Q1739883) (← links)
- On a scalable nonparametric denoising of time series signals (Q1746928) (← links)
- Correlated risks vs contagion in stochastic transition models (Q1994154) (← links)
- On a computationally scalable sparse formulation of the multidimensional and nonstationary maximum entropy principle (Q2219904) (← links)
- A diagnostic criterion for approximate factor structure (Q2330733) (← links)
- Granularity adjustment for risk measures: systematic vs unsystematic risks (Q2353916) (← links)
- Nonparametric Instrumental Variable Estimation of Structural Quantile Effects (Q2859508) (← links)
- EFFICIENCY IN LARGE DYNAMIC PANEL MODELS WITH COMMON FACTORS (Q2929841) (← links)
- Towards a Computationally Tractable Maximum Entropy Principle for Nonstationary Financial Time Series (Q3122064) (← links)
- Efficient Derivative Pricing by the Extended Method of Moments (Q3165269) (← links)
- Duration time-series models with proportional hazard (Q3608189) (← links)
- Time-Varying Risk Premium in Large Cross-Sectional Equity Data Sets (Q4613412) (← links)
- Discussion: Nonparametric estimation of noisy integral equations of the second kind (Q5971294) (← links)
- Efficiency in large dynamic panel models with common factors (Q6486642) (← links)