Pages that link to "Item:Q751158"

The following pages link to Simulation estimation of time-series models (Q751158):

Displaying 37 items.

• Structural stochastic volatility in asset pricing dynamics: estimation and model contest (Q310961) (← links)
• Measuring high-frequency income risk from low-frequency data (Q318362) (← links)
• Estimating nonlinear DSGE models by the simulated method of moments: with an application to business cycles (Q433696) (← links)
• Estimation of a structural stochastic volatility model of asset pricing (Q540665) (← links)
• Estimation of dynamic models with nonparametric simulated maximum likelihood (Q738137) (← links)
• Limited participation and exchange rate dynamics: does theory meet the data? (Q844631) (← links)
• Switching equilibria: the present value model for stock prices revisited (Q953718) (← links)
• Perfect simulation of stationary equilibria (Q964569) (← links)
• Methods to estimate dynamic stochastic general equilibrium models (Q1027381) (← links)
• The relative efficiency of method of moments estimators (Q1302762) (← links)
• Stochastic volatility in asset prices. Estimation with simulated maximum likelihood (Q1341202) (← links)
• Nonparametric estimation of structural models for high-frequency currency market data (Q1347106) (← links)
• Reconciling the term structure of interest rates with the consumption-based ICAP model (Q1351345) (← links)
• Time to implement and aggregate fluctuations (Q1390904) (← links)
• Aggregate investment in a business cycle model with adjustment costs (Q1391674) (← links)
• Estimation by simulation of monotone dynamical systems (Q1408406) (← links)
• A Bayesian approach to dynamic macroeconomics (Q1586547) (← links)
• Asset pricing with expectation shocks (Q1656775) (← links)
• Issue of the Annals of Econometrics on Indirect estimation methods in finance and economics (Q1754506) (← links)
• Penalized indirect inference (Q1754510) (← links)
• Parameter estimation in stochastic scenario generation systems (Q1806616) (← links)
• Structural change tests for simulated method of moments. (Q1810680) (← links)
• Simulation-based estimation of dynamic models with continuous equilibrium solutions (Q1877831) (← links)
• Estimating simultaneous equations models by a simulation technique (Q1905949) (← links)
• Inter-generational effect of parental time and its policy implications (Q1994286) (← links)
• On the informational role of term structure in the US monetary policy rule (Q1994288) (← links)
• The expected real return to equity (Q1994293) (← links)
• What inventories tell us about aggregate fluctuations -- a tractable approach to \((S,s)\) policies (Q1994580) (← links)
• Consistency properties of a simulation-based estimator for dynamic processes (Q2268725) (← links)
• Inside money, credit, and investment (Q2271683) (← links)
• Through the looking glass: indirect inference via simple equilibria (Q2343812) (← links)
• Indirect estimation of stochastic differential equation models: some computational experiments (Q2365319) (← links)
• Estimation of endogenously sampled time series: the case of commodity price speculation in the steel market (Q2658782) (← links)
• CORPORATE CASH HOLDINGS AND CREDIT LINE USAGE (Q2956910) (← links)
• Simulation-Based Estimation Methods for Financial Time Series Models (Q3112468) (← links)
• ACCOUNTING FOR THE RELATIONSHIP BETWEEN MONEY AND INTEREST RATES (Q3426148) (← links)
• Interaction effects in the adjustment cost function of firms (Q6106637) (← links)