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person:"Scaillet, Olivier"
subject:"Simulation"
~person:"McAleer, Michael"
~subject:"Maximum likelihood estimation"
~type_genre:"Article in journal"
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Scaillet, Olivier
McAleer, Michael
Lee, Lung-fei
21
Jin, Fei
8
Tsionas, Efthymios G.
8
Francq, Christian
7
Zakoïan, Jean-Michel
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4
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Pfaffermayr, Michael
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4
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Journal of econometrics
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1
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
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ECONIS (ZBW)
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Finite sample properties of the QMLE for the Log-ACD model : application to Australian stocks
Allen, David E.
;
Chan, Felix
;
McAleer, Michael
;
Peiris, …
- In:
Journal of econometrics
147
(
2008
)
1
,
pp. 163-185
Persistent link: https://www.econbiz.de/10003783798
Saved in:
2
A fast subsampling method for nonlinear dynamic models
Hong, Han
;
Scaillet, Olivier
- In:
Journal of econometrics
133
(
2006
)
2
,
pp. 557-578
Persistent link: https://www.econbiz.de/10003359579
Saved in:
3
Indirect inference, nuisance parameter, and threshold moving average models
Guay, Alain
;
Scaillet, Olivier
- In:
Journal of business & economic statistics : JBES ; a …
21
(
2003
)
1
,
pp. 122-132
Persistent link: https://www.econbiz.de/10001728845
Saved in:
4
Newey-West covariance matrix estimates for models with generated regressors
Smith, Jeremy
- In:
Applied economics
26
(
1994
)
6
,
pp. 635-640
Persistent link: https://www.econbiz.de/10001165561
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