Pages that link to "Item:Q295688"

The following pages link to Indirect estimation of large conditionally heteroskedastic factor models, with an application to the Dow 30 stocks (Q295688):

Displaying 16 items.

• Indirect estimation of large conditionally heteroskedastic factor models, with an application to the Dow 30 stocks (Q295688) (← links)
• Unobserved component models with asymmetric conditional variances (Q959303) (← links)
• Deciding between GARCH and stochastic volatility via strong decision rules (Q1044073) (← links)
• Generalized dynamic factor models and volatilities: estimation and forecasting (Q1676377) (← links)
• Factor GARCH-Itô models for high-frequency data with application to large volatility matrix prediction (Q1739867) (← links)
• A spectral EM algorithm for dynamic factor models (Q1754525) (← links)
• Estimating stable latent factor models by indirect inference (Q1754526) (← links)
• Generalized dynamic factor models and volatilities: consistency, rates, and prediction intervals (Q2305972) (← links)
• On the validity of Edgeworth expansions and moment approximations for three indirect inference estimators (Q2312951) (← links)
• Through the looking glass: indirect inference via simple equilibria (Q2343812) (← links)
• Econometrics exams and round numbers: Use or misuse of indirect estimation methods? (Q5086127) (← links)
• Estimating multiple-membership logit models with mixed effects: indirect inference versus data cloning (Q5106931) (← links)
• Simulation-Based Bias Correction Methods for Complex Models (Q5229900) (← links)
• Bond Risk Premia Forecasting: A Simple Approach for Extracting Macroeconomic Information from a Panel of Indicators (Q5864355) (← links)
• Forecasting Conditional Covariance Matrices in High-Dimensional Time Series: A General Dynamic Factor Approach (Q6586883) (← links)
• The Generalized Conditional Autoregressive Wishart Model for Multivariate Realized Volatility (Q6616628) (← links)