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Likelihood inference in some finite mixture models
Chen, Xiaohong; Northwestern University / Department of … - In: Journal of econometrics 182 (2014) 1, pp. 87-99
Persistent link: https://www.econbiz.de/10010497117
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Confidence regions for entries of a large precision matrix
Chang, Jinyuan; Qiu, Yumou; Yao, Qiwei; Zou, Tao - In: Journal of econometrics 206 (2018) 1, pp. 57-82
Persistent link: https://www.econbiz.de/10012110361
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An asymptotic analysis of likelihood-based diffusion model selection using high frequency data
Choi, Hwan-sik; Jeong, Minsoo; Park, Joon Y. - In: Journal of econometrics 178 (2014) 1, pp. 539-557
Persistent link: https://www.econbiz.de/10010256867
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A likelihood ratio test for spatial model selection
Liu, Tuo; Lee, Lung-fei - In: Journal of econometrics 213 (2019) 2, pp. 434-458
Persistent link: https://www.econbiz.de/10012304571
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Long-term forecasting of El Niño events via dynamic factor simulations
Li, Mengheng; Koopman, Siem Jan; Lit, Rutger; Petrova, … - In: Journal of econometrics 214 (2020) 1, pp. 46-66
Persistent link: https://www.econbiz.de/10012438104
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A Gaussian approximation scheme for computation of option prices in stochastic volatility models
Cheng, Ai-ru Meg; Gallant, A. Ronald; Ji, Chuanshu; … - In: Journal of econometrics 146 (2008) 1, pp. 44-58
Persistent link: https://www.econbiz.de/10003778206
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Limited information Bayesian analysis of a simultaneous equation with an autocorrelated error term and its application to the US gasoline market
Radchenko, Stanislav; Tsurumi, Hiroki - In: Journal of econometrics 133 (2006) 1, pp. 31-49
Persistent link: https://www.econbiz.de/10003354223
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Monte Carlo methods for estimating, smoothing, and filtering one- and two-factor stochastic volatility models
Durham, Garland B. - In: Journal of econometrics 133 (2006) 1, pp. 273-305
Persistent link: https://www.econbiz.de/10003354577
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Monte Carlo tests with nuisance parameters : a general approach to finite-sample inference and nonstandard asymptotics
Dufour, Jean-Marie - In: Journal of econometrics 133 (2006) 2, pp. 443-477
Persistent link: https://www.econbiz.de/10003359541
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MMC techniques for limited dependent variables models : implementation by the branch-and-bound algorithm
Jounenau-Sion, Frédéric; Torrès, Oliver - In: Journal of econometrics 133 (2006) 2, pp. 479-512
Persistent link: https://www.econbiz.de/10003359551