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):
Displaying 50 items.
- A discrete-time model for daily S\&P500 returns and realized variations: jumps and leverage effects (Q302183) (← links)
- Posterior consistency of nonparametric conditional moment restricted models (Q449980) (← links)
- Sieve semiparametric two-step GMM under weak dependence (Q496156) (← links)
- The semiparametric efficiency bound for models of sequential moment restrictions containing unknown functions (Q528058) (← links)
- Semi- and nonparametric ARCH processes (Q609736) (← links)
- 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)
- The role of orthogonal polynomials in adjusting hyperpolic secant and logistic distributions to analyse financial asset returns (Q894875) (← links)
- Using conditional moments of asset payoffs to infer the volatility of intertemporal marginal rates of substitution (Q921792) (← links)
- Consistent high-frequency calibration (Q953716) (← links)
- Statistical nonlinearities in the business cycle: a challenge for the canonical RBC model (Q1027404) (← 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)
- The valid regions of Gram-Charlier densities with high-order cumulants (Q2075942) (← links)
- Estimation and inference for the counterfactual distribution and quantile functions in continuous treatment models (Q2116357) (← links)
- Semiparametric single-index panel data models with cross-sectional dependence (Q2354867) (← links)
- Gram-Charlier densities: maximum likelihood versus the method of moments (Q2447407) (← links)
- Orthogonal polynomials for tailoring density functions to excess kurtosis, asymmetry, and dependence (Q2807655) (← links)
- Assessing the value of Hermite densities for predictive distributions (Q3065553) (← links)
- Dynamic density forecasts for multivariate asset returns (Q3101653) (← links)
- Simulation-Based Estimation Methods for Financial Time Series Models (Q3112468) (← links)
- Moment Conditions and Bayesian Non-Parametrics (Q3120099) (← links)
- Generalized Linear Latent Variable Models with Flexible Distribution of Latent Variables (Q3145561) (← links)
- Semiparametric Efficient Estimation of the Mean of a Time Series in the Presence of Conditional Heterogeneity of Unknown Form (Q3157844) (← links)
- NONPARAMETRIC IDENTIFICATION OF POSITIVE EIGENFUNCTIONS (Q3465605) (← links)
- Asymptotic and qualitative performance of non-parametric density estimators: a comparative study (Q3548525) (← links)
- Uniform convergence rate of the seminonparametric density estimator and testing for similarity of two unknown densities (Q3594911) (← links)
- Gram–Charlier densities: a multivariate approach (Q3650967) (← links)
- Modeling asset returns with alternative stable distributions<sup>*</sup> (Q4286238) (← links)
