Narrow search
Showing 1 - 10 of 3,085
Cover Image
A class of adaptive importance sampling weighted EM algorithms for efficient and robust posterior and predictive simulation
Hoogerheide, Lennart; Opschoor, Anne; Dijk, Herman K. van - In: Journal of econometrics 171 (2012) 2, pp. 101-120
Persistent link: https://www.econbiz.de/10009691174
Cover Image
Sequentially adaptive Bayesian learning algorithms for inference and optimization
Geweke, John; Durham, Garland - In: Journal of econometrics 210 (2019) 1, pp. 4-25
Persistent link: https://www.econbiz.de/10012303357
Cover Image
Comment on "Constrained optimization approaches to estimation of structural models"
Iskhakov, Fedor; Lee, Jinhyuk; Rust, John; Schjerning, … - In: Econometrica : journal of the Econometric Society, an … 84 (2016) 1, pp. 365-370
Persistent link: https://www.econbiz.de/10011552255
Cover Image
An information good market with symmetric externalities
Muto, Shigeo - In: Econometrica : journal of the Econometric Society, an … 54 (1986) 2, pp. 295-312
Persistent link: https://www.econbiz.de/10001008094
Cover Image
The present value of profits and cyclical movements in investment
Abel, Andrew B. - In: Econometrica : journal of the Econometric Society, an … 54 (1986) 2, pp. 249-273
Persistent link: https://www.econbiz.de/10001008096
Cover Image
Econometric issues in analyzing inequality
Slottje, Daniel Jonathan (contributor) - In: Journal of econometrics (1990) 1
Persistent link: https://www.econbiz.de/10001273364
Cover Image
GMM estimation with cross sectional dependence
Conley, Timothy G. - In: Journal of econometrics 92 (1999) 1, pp. 1-45
Persistent link: https://www.econbiz.de/10001400085
Cover Image
Consistent model specification tests for time series econometric models
Li, Qi - In: Journal of econometrics 92 (1999) 1, pp. 101-147
Persistent link: https://www.econbiz.de/10001400093
Cover Image
The relative efficiency of method of moments estimators
Gallant, A. Ronald; Tauchen, George Eugene - In: Journal of econometrics 92 (1999) 1, pp. 149-172
Persistent link: https://www.econbiz.de/10001400094
Cover Image
Properties of moments of a family of GARCH processes
He, Changli; Teräsvirta, Timo - In: Journal of econometrics 92 (1999) 1, pp. 173-192
Persistent link: https://www.econbiz.de/10001400095