The following pages link to Constrained Indirect Estimation (Q4663334):
Displaying 22 items.
- Indirect estimation of large conditionally heteroskedastic factor models, with an application to the Dow 30 stocks (Q295688) (← links)
- Estimation of stable distributions by indirect inference (Q530608) (← links)
- Discontinuities in indirect estimation: an application to EAR models (Q959300) (← links)
- Unobserved component models with asymmetric conditional variances (Q959303) (← links)
- Indirect estimation of \(\alpha \)-stable stochastic volatility models (Q961424) (← links)
- Indirect estimation of elliptical stable distributions (Q961425) (← links)
- A two-step indirect inference approach to estimate the long-run risk asset pricing model (Q1754508) (← links)
- Penalized indirect inference (Q1754510) (← links)
- Estimating stable latent factor models by indirect inference (Q1754526) (← links)
- Approximate maximum likelihood for complex structural models (Q2106374) (← links)
- Consistent non-Gaussian pseudo maximum likelihood estimators (Q2280575) (← links)
- On the validity of Edgeworth expansions and moment approximations for three indirect inference estimators (Q2312951) (← links)
- On the existence of strongly consistent indirect estimators when the binding function is compact valued (Q2337044) (← links)
- Through the looking glass: indirect inference via simple equilibria (Q2343812) (← links)
- Edgeworth and Moment Approximations: The Case of MM and QML Estimators for the MA(1) Models (Q2839040) (← links)
- ON THE ASYMPTOTIC EFFICIENCY OF GMM (Q2878813) (← links)
- Indirect Estimation of α-Stable Distributions and Processes (Q3499435) (← links)
- Estimating large losses in insurance analytics and operational risk using the g-and-h distribution (Q5014251) (← links)
- Estimating the wrapped stable distribution via indirect inference (Q5055129) (← links)
- Indirect estimation of randomized generalized autoregressive conditional heteroskedastic models (Q5220905) (← links)
- Implicit Estimation for the Stochastic Volatility Model (Q5419350) (← links)
- Is a Normal Copula the Right Copula? (Q6626311) (← links)
