Pages that link to "Item:Q4729224"
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The following pages link to Seminonparametric Estimation of Conditionally Constrained Heterogeneous Processes: Asset Pricing Applications (Q4729224):
Displayed 34 items.
- Optimal consumption and portfolio rules with durability and habit formation (Q673262) (← links)
- Seasonality and equilibrium business cycle theories (Q673801) (← links)
- Testing nonnested Euler conditions with quadrature-based methods of approximation (Q805126) (← links)
- Using conditional moments of asset payoffs to infer the volatility of intertemporal marginal rates of substitution (Q921792) (← links)
- Qualitative and asymptotic performance of SNP density estimators (Q1126496) (← links)
- Asymptotic normality and consistency of semi-nonparametric regression estimators using an upwards \(F\) test truncation rule (Q1174639) (← links)
- ARCH modeling in finance. A review of the theory and empirical evidence (Q1185104) (← links)
- Prediction in dynamic models with time-dependent conditional variances (Q1185107) (← links)
- Qualitative threshold ARCH models (Q1185111) (← links)
- Maximum entropy estimation of density and regression functions (Q1209897) (← links)
- Approximate maximum likelihood estimation in linear regression (Q1260703) (← links)
- Overparameterization in the seminonparametric density estimation (Q1274179) (← links)
- Estimation of an autoregressive semiparametric model with exogenous variables (Q1299534) (← links)
- The relative efficiency of method of moments estimators (Q1302762) (← links)
- Nonparametric estimation of structural models for high-frequency currency market data (Q1347106) (← links)
- Estimating continuous-time stochastic volatility models of the short-term interest rate (Q1362071) (← links)
- Modified Wald tests under nonregular conditions (Q1362502) (← links)
- Estimation of stochastic volatility models with diagnostics (Q1372927) (← links)
- Alternative models for stock price dynamics. (Q1398979) (← links)
- Empirical reverse engineering of the pricing kernel. (Q1398984) (← links)
- Analysis of the conditional stock-return distribution under incomplete specification. (Q1427543) (← links)
- Explaining bond returns in heterogeneous agent models: The importance of higher-order moments (Q1575613) (← links)
- Notes on financial econometrics (Q1841088) (← links)
- Entropy densities with an application to autoregressive conditional skewness and kurtosis. (Q1858911) (← links)
- Cross-validated SNP density estimates (Q1858960) (← links)
- Specification test for a linear regression model with ARCH process (Q1918165) (← links)
- Semiparametric Efficient Estimation of the Mean of a Time Series in the Presence of Conditional Heterogeneity of Unknown Form (Q3157844) (← links)
- Uniform convergence rate of the seminonparametric density estimator and testing for similarity of two unknown densities (Q3594911) (← links)
- Modeling asset returns with alternative stable distributions<sup>*</sup> (Q4286238) (← links)
- A Review of Nonparametric Time Series Analysis (Q4361764) (← links)
- ESTIMATION OF ECONOMETRIC MODELS WITH NONPARAMETRICALLY SPECIFIED RISK TERMS (Q4471133) (← links)
- Business cycle asymmetries in stock returns: evidence from higher order moments and conditional densities (Q5939175) (← links)
- A consistent nonparametric test of ergodicity for time series with applications (Q5942687) (← links)
- Gram-Charlier densities. (Q5958096) (← links)