The following pages link to (Q3074773):
Displayed 7 items.
- Bootstrap inference for linear dynamic panel data models with individual fixed effects (Q494176) (← links)
- Variance clustering improved dynamic conditional correlation MGARCH estimators (Q1623552) (← links)
- Semiparametric efficient adaptive estimation of the GJR-GARCH model (Q1756033) (← links)
- Disentangling systematic and idiosyncratic dynamics in panels of volatility measures (Q2511805) (← links)
- Multivariate rotated ARCH models (Q2512636) (← links)
- Modeling panels of extremes (Q2686048) (← links)
- Inference from PseudoLikelihoods with Plug-In Estimates (Q2802883) (← links)