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~accessRights:"restricted"
~subject:"Stochastischer Prozess"
~subject:"USA"
~type_genre:"Working Paper"
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Estimation of dynamic discrete choice models by maximum likelihood and the simulated method of moments
Eisenhauer, Phillipp
;
Heckman, James J.
;
Mosso, Stefano
-
2014
Persistent link: https://www.econbiz.de/10010440137
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2
Estimation of affine term structure models with spanned or unspanned stochastic volatility
Creal, Drew
;
Wu, Jing Cynthia
-
2014
Persistent link: https://www.econbiz.de/10010360896
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3
Estimating the risk-return trade-off with overlapping data inference
Hedegaard, Esben
;
Hodrick, Robert J.
-
2014
Persistent link: https://www.econbiz.de/10010346674
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4
Maximum likelihood estimation of the equity premium
Avdis, Efstathios
;
Wachter, Jessica
-
2013
Persistent link: https://www.econbiz.de/10010225033
Saved in:
5
Estimating macroeconomic models : a likelihood approach
Fernández-Villaverde, Jesús
;
Rubio-Ramírez, Juan …
-
2006
Persistent link: https://www.econbiz.de/10003310868
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