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A note on the Cogley-Nason-Sims approach
Hussain, Syed M.; Liu, Lin - In: Economics letters 146 (2016), pp. 77-81
Persistent link: https://www.econbiz.de/10011619103
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Estimating the structural credit risk model when equity prices are contaminated by trading noises
Duan, Jin-Chuan; Fulop, Andras - 2005
simulation study is then conducted to ascertain the performance of the estimation method. …
Persistent link: https://www.econbiz.de/10011560691
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A comparison of tail dependence estimators
Supper, Hendrik; Irresberger, Felix; Weiß, Gregor - In: European journal of operational research : EJOR 284 (2020) 2, pp. 728-742
Persistent link: https://www.econbiz.de/10012238789
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Term structure modeling and forecasting of government bond yields : does a good in -sample fit imply reasonable out-of-sample forecasts?
Ullah, Wali; Matsuda, Yasumasa; Tsukuda, Yoshihiko - In: Economic papers : a journal of applied economics and policy 32 (2013) 4, pp. 535-560
Persistent link: https://www.econbiz.de/10010259467
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Likelihood inference for discretely observed non-linear diffusions
Elerian, Ola; Chib, Siddhartha; Shephard, Neil G. - 2000
Persistent link: https://www.econbiz.de/10009581671
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Switching regression metamodels in stochastic simulation
Santos, M. Isabel Reis dos; Santos, Pedro M. Reis dos - In: European journal of operational research : EJOR 251 (2016) 1, pp. 142-147
Persistent link: https://www.econbiz.de/10011446236
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Estimation of linear dynamic panel data models with time-invariant regressors : conference paper
Kripfganz, Sebastian; Schwarz, Claudia - 2013 - This version: May 6, 2013
further simulation evidence that GMM estimators with a large number of instruments can be severely biased in finite samples …
Persistent link: https://www.econbiz.de/10010342822
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Estimation of linear dynamic panel data models with time-invariant regressors
Kripfganz, Sebastian; Schwarz, Claudia - 2013 - This Version: May 6, 2013
further simulation evidence that GMM estimators with a large number of instruments can be severely biased in finite samples …
Persistent link: https://www.econbiz.de/10009775613
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Fixed T dynamic panel data estimators with multifactor errors
Juodis, Artūras; Sarafidis, Vasilis - In: Econometric reviews 37 (2018) 6/10, pp. 893-929
Persistent link: https://www.econbiz.de/10012040421
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Estimating asset correlations from stock prices or default rates: which method is superior?
Düllmann, Klaus; Kunisch, Michael; Küll, Jonathan - 2008
institutions. By means of a simulation study, we explore the hypothesis that differences in the correlation estimates are due to a …
Persistent link: https://www.econbiz.de/10010295941