Pages that link to "Item:Q5485106"

The following pages link to Factor Stochastic Volatility in Mean Models: A GMM Approach (Q5485106):

Displaying 8 items.

• Indirect estimation of large conditionally heteroskedastic factor models, with an application to the Dow 30 stocks (Q295688) (← links)
• Method of moments estimation of GO-GARCH models (Q737949) (← links)
• Multivariate Wishart stochastic volatility and changes in regime (Q1622088) (← links)
• The asymptotic properties of GMM and indirect inference under second-order identification (Q1754512) (← links)
• Inference in second-order identified models (Q2227050) (← links)
• Bootstrapping the GMM overidentification test under first-order underidentification (Q2405903) (← links)
• ON STANDARD INFERENCE FOR GMM WITH LOCAL IDENTIFICATION FAILURE OF KNOWN FORMS (Q4569584) (← links)
• Multivariate Stochastic Volatility: A Review (Q5485102) (← links)