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A Class of Indirect Inference...
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1
A class of indirect inference estimators : higher-order asymptotics and approximate bias correction
Arvanitis, Stelios
;
Dēmos, Antōnēs A.
- In:
The econometrics journal
18
(
2015
)
2
,
pp. 200-241
Persistent link: https://www.econbiz.de/10011378482
Saved in:
2
On the validity of edgeworth expansions and moment approximations for three indirect inference estimators
Arvanitis, Stelios
;
Dēmos, Antōnēs A.
- In:
Journal of econometric methods
7
(
2018
)
1
,
pp. 1-38
Persistent link: https://www.econbiz.de/10011945873
Saved in:
3
Valid locally uniform edgeworth expansions for a class of weakly dependent processes or sequences of smooth transformations
Arvanitis, Stelios
;
Dēmos, Antōnēs A.
- In:
Journal of time series econometrics
6
(
2014
)
2
,
pp. 183-235
Persistent link: https://www.econbiz.de/10010401116
Saved in:
4
Moments and dynamic structure of a time-varying parameter stochastic volatility in mean model
Dēmos, Antōnēs A.
- In:
The econometrics journal
5
(
2002
)
2
,
pp. 345-357
Persistent link: https://www.econbiz.de/10001713296
Saved in:
5
The diffusion limit of a TVP-GQARCH-M(1,1) model
Arvanitis, Stelios
- In:
Econometric theory
20
(
2004
)
1
,
pp. 161-175
Persistent link: https://www.econbiz.de/10001904883
Saved in:
6
Stochastic dominance efficient sets and stochastic spanning
Arvanitis, Stelios
- In:
Decisions in economics and finance : a journal of …
44
(
2021
)
1
,
pp. 401-409
Persistent link: https://www.econbiz.de/10012587852
Saved in:
7
Observations on the European Currency Unit dollar spot rate, via quotations on the Reuters screens
Goodhart, Charles A. E.
- In:
Ecu newsletter
(
1992
),
pp. 10-20
Persistent link: https://www.econbiz.de/10001128038
Saved in:
8
Testing for GARCH effects : a one-sided approach
Dēmos, Antōnēs A.
- In:
Journal of econometrics
86
(
1998
)
1
,
pp. 97-127
Persistent link: https://www.econbiz.de/10001243865
Saved in:
9
An EM algorithm for conditionally heteroscedastic factor models
Dēmos, Antōnēs A.
- In:
Journal of business & economic statistics : JBES ; a …
16
(
1998
)
3
,
pp. 357-361
Persistent link: https://www.econbiz.de/10001246504
Saved in:
10
The interaction between the frequency of market quotations, spread and volatility in the foreign exchange market
Dēmos, Antōnēs A.
- In:
Applied economics
28
(
1996
)
3
,
pp. 377-386
Persistent link: https://www.econbiz.de/10001197103
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