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Sensitivity analysis using approximate moment condition models
Armstrong, Timothy B.; Kolesár, Michal - 2018
Persistent link: https://www.econbiz.de/10011948942
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Efficient estimation of multivariate semi-nonparametric GARCH filtered copula models
Chen, Xiaohong; Huang, Zhuo; Yi, Yanping - 2019 - Revised October 2019
Persistent link: https://www.econbiz.de/10012153489
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Jackknifing bond option prices
Phillips, Peter C. B.; Yu, Jun - 2003
Persistent link: https://www.econbiz.de/10001735077
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Penalised maximum likelihood estimation for fractional Gaussian processes
Lieberman, Offer - 2001
Persistent link: https://www.econbiz.de/10001637160
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Valid asymptotic expansions for the maximum likelihood estimator of the parameter of a stationary, gaussian, strongly dependent process
Lieberman, Offer; Rousseau, Judith; Zucker, David M. - 2002
Persistent link: https://www.econbiz.de/10001640913
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Maximum likelihood estimation in panels with incidental trends
Moon, Hyungsik Roger; Phillips, Peter C. B. - 1999
Persistent link: https://www.econbiz.de/10001498899
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Expansions for approximate maximum likelihood estimators of the fractional difference
Lieberman, Offer; Phillips, Peter C. B. - 2004
Persistent link: https://www.econbiz.de/10002148145
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Second order expansions for the distribution of the maximum likelihood estimator of the fractional difference parameter
Lieberman, Offer; Phillips, Peter C. B. - 2001
Persistent link: https://www.econbiz.de/10001596327
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Maximum likelihood estimation and uniform inference with sporadic identification failure
Andrews, Donald W. K.; Cheng, Xu - 2011
Persistent link: https://www.econbiz.de/10009354607
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Likelihood inference in some finite mixture Models
Chen, Xiaohong; Ponomareva, Maria; Tamer, Elie T. - 2013
Persistent link: https://www.econbiz.de/10009746617