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Simple inference on functionals of set-identified parameters defined by linear moments
Cho, JoonHwan; Russell, Thomas M. - In: Journal of business & economic statistics : JBES ; a … 42 (2024) 2, pp. 563-578
Persistent link: https://www.econbiz.de/10015053428
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Frequentist inference in weakley identified dynamic stochastic general equilibrium models
Guerrón-Quintana, Pablo A.; Inoue, Atsushi; Kilian, Lutz - In: Quantitative economics : QE ; journal of the … 4 (2013) 2, pp. 197-229
Persistent link: https://www.econbiz.de/10010126204
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Sequential monitoring for changes from stationarity to mild non-stationarity
Horváth, Lajos; Liu, Zhenya; Rice, Gregory; Wang, Shixuan - In: Journal of econometrics 215 (2020) 1, pp. 209-238
Persistent link: https://www.econbiz.de/10012439449
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Parametric inference for discretely sampled stochastic differential equations
Sørensen, Michael - In: Handbook of financial time series, (pp. 531-553). 2009
Persistent link: https://www.econbiz.de/10003834179
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Nonparametric inference of discretely sampled stable Lévy processes
Zhao, Zhibiao; Wu, Wei Biao - In: Journal of econometrics 153 (2009) 1, pp. 83-92
Persistent link: https://www.econbiz.de/10003892656
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Statistical inference for discrete-time samples from affine stochastic delay differential equations
Küchler, Uwe (contributor); Sørensen, Michael (contributor) - 2007
Persistent link: https://www.econbiz.de/10003413529
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Inference for the jump part of quadratic variation of Itô semimartingales
Veraart, Almut E. D. - In: Econometric theory 26 (2010) 2, pp. 331-368
Persistent link: https://www.econbiz.de/10003968591
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Optimal statistical inference in financial engineering
Taniguchi, Masanobu; Hirukawa, Junichi; Tamaki, Kenichiro - 2008
Persistent link: https://www.econbiz.de/10003492595
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Inferences for a class of stochastic volatility models using option and spot prices : application of a bivariate Kalman filter
Forbes, Catherine Scipione; Martin, Gael M.; Wright, Jill - In: Econometric reviews 26 (2007) 2, pp. 387-418
Persistent link: https://www.econbiz.de/10003509137
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Special issue: Bayesian dynamic econometrics
Koop, Gary (contributor); Dijk, Herman K. van (contributor) - 2007
Persistent link: https://www.econbiz.de/10003509162