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Bayesian inference for multivariate copulas using pair-copula constructions

Min, Aleksey; Czado, Claudia - In: Journal of financial econometrics : official journal of … 8 (2010) 4, pp. 511-546

Persistent link: https://www.econbiz.de/10008665740

A statistical inquiry into the plausibility of recursive utility

Gallant, A. Ronald; Hong, Han - In: Journal of financial econometrics : official journal of … 5 (2007) 4, pp. 523-559

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Comments on: reflections on the probability space induced by moment conditions with implications for Bayesian inference

Amengual, Dante; Sentana, Enrique - In: Journal of financial econometrics : official journal of … 14 (2016) 2, pp. 248-252

Persistent link: https://www.econbiz.de/10011591026

Comment on: reflections on the probability space induced by moment conditions with implications for Bayesian inference

Geweke, John - In: Journal of financial econometrics : official journal of … 14 (2016) 2, pp. 253-257

Persistent link: https://www.econbiz.de/10011591027

Comment on: reflections on the probability space induced by moment conditions with implications for Bayesian inference

Kim, Chae-yŏng - In: Journal of financial econometrics : official journal of … 14 (2016) 2, pp. 258-260

Persistent link: https://www.econbiz.de/10011591028

Comment on: reflections on the probability space induced by moment conditions with implications for Bayesian inference

Linton, Oliver; Wu, Ruochen - In: Journal of financial econometrics : official journal of … 14 (2016) 2, pp. 261-264

Persistent link: https://www.econbiz.de/10011591029

Comment on: reflections on the probability space induced by moment conditions with implications for Bayesian inference

Robert, Christian P. - In: Journal of financial econometrics : official journal of … 14 (2016) 2, pp. 265-271

Persistent link: https://www.econbiz.de/10011591030

Comment on: reflections on the probability space induced by moment conditions with implications for Bayesian inference

Sims, Christopher A. - In: Journal of financial econometrics : official journal of … 14 (2016) 2, pp. 272-277

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Comment on: reflections on the probability space induced by moment conditions with implications for Bayesian inference

Wei, Wei; Lunde, Asger - In: Journal of financial econometrics : official journal of … 14 (2016) 2, pp. 278-283

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Generalised method of moments with latent variables

Gallant, A. Ronald; Giacomini, Raffaella; Ragusa, Giuseppe - 2013

The contribution of generalized method of moments (Hansen and Singleton, 1982) was to allow frequentist inference regarding the parameters of a nonlinear structural model without having to solve the model. Provided there were no latent variables. The contribution of this paper is the same. With...

Persistent link: https://www.econbiz.de/10010368208