Pages that link to "Item:Q278271"
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The following pages link to Econometric specification of stochastic discount factor models (Q278271):
Displaying 50 items.
- EFFICIENT ESTIMATION USING THE CHARACTERISTIC FUNCTION (Q61344) (← links)
- Testing normality: a GMM approach (Q261889) (← links)
- Simulation-based estimation of peer effects (Q274918) (← links)
- Monte Carlo methods for estimating, smoothing, and filtering one- and two-factor stochastic volatility models (Q274920) (← links)
- Monte Carlo tests with nuisance parameters: a general approach to finite-sample inference and nonstandard asymptotics (Q275245) (← links)
- A fast subsampling method for nonlinear dynamic models (Q275251) (← links)
- Non-parametric estimation of sequential English auctions (Q289164) (← links)
- Adaptive consistent unit-root tests based on autoregressive threshold model (Q290942) (← links)
- Short run and long run causality in time series: inference (Q291702) (← links)
- Finite-sample simulation-based inference in VAR models with application to Granger causality testing (Q291851) (← links)
- Social security and the retirement and savings behavior of low-income households (Q295543) (← links)
- Indirect estimation of large conditionally heteroskedastic factor models, with an application to the Dow 30 stocks (Q295688) (← links)
- Dynamic quantile models (Q299276) (← links)
- Simulation based selection of competing structural econometric models (Q301967) (← links)
- Estimating the structural credit risk model when equity prices are contaminated by trading noises (Q302203) (← links)
- Generalized moment estimation of stochastic differential equations (Q311323) (← links)
- Statistical inference for independent component analysis: application to structural VAR models (Q341899) (← links)
- Simulated maximum likelihood estimation for discrete choices using transformed simulated frequencies (Q494378) (← links)
- Higher-order properties of approximate estimators (Q524814) (← links)
- On loss functions and ranking forecasting performances of multivariate volatility models (Q528161) (← links)
- Semi-parametric estimation of American option prices (Q528168) (← links)
- Esscher transforms and consumption-based models (Q659151) (← links)
- Model-based asymptotic inference on the effect of infrequent large shocks on cointegrated variables (Q736554) (← links)
- The (mis)specification of discrete duration models with unobserved heterogeneity: a Monte Carlo study (Q736683) (← links)
- Mixture models of choice under risk (Q737883) (← links)
- Optimal prediction pools (Q738000) (← links)
- Particle filters for continuous likelihood evaluation and maximisation (Q738078) (← links)
- Bayesian averaging, prediction and nonnested model selection (Q738162) (← links)
- Bayesian estimation of a lifetime distribution under double truncation caused by time-restricted data collection (Q779676) (← links)
- On the end-performance metric estimator selection (Q895250) (← links)
- Approximating volatility diffusions with CEV-ARCH models (Q956536) (← links)
- The New Keynesian Phillips curve revisited (Q964556) (← links)
- Perfect simulation of stationary equilibria (Q964569) (← links)
- A Bayesian approach to estimate the marginal loss distributions in operational risk management (Q1023645) (← links)
- Factor models for multivariate count data. (Q1426353) (← links)
- Robust simulation-based estimation (Q1573122) (← links)
- Bayesian option pricing using mixed normal heteroskedasticity models (Q1623554) (← links)
- Double instrumental variable estimation of interaction models with big data (Q1676366) (← links)
- On the consistency of a cross-sectional GMM estimator in the presence of an observable stochastic common data shock (Q1687213) (← links)
- GARCH option pricing models with Meixner innovations (Q1710580) (← links)
- Asymptotic properties of the maximum likelihood estimator in regime switching econometric models (Q1739870) (← links)
- Structural change tests for simulated method of moments. (Q1810680) (← links)
- Exact tests for contemporaneous correlation of disturbances in seemingly unrelated regressions. (Q1858912) (← links)
- Rescaled variance and related tests for long memory in volatility and levels (Q1868970) (← links)
- Econometric models of asymmetric ascending auctions (Q1868972) (← links)
- A permanent-transitory decomposition for ARFIMA processes (Q1878834) (← links)
- Unit root econometrics and economic nonlinearities (Q1909373) (← links)
- Two-stage generalized moment method with applications to regressions with heteroscedasticity of unknown form (Q1918144) (← links)
- Pseudo maximum likelihood estimation of structural models involving fixed-point problems (Q1927562) (← links)
- Joint econometric modeling of spot electricity prices, forwards and options (Q1937840) (← links)
