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Two-step and related estimators in contemporary rational-expectations models : an analysis of small-sample properties
Hoffman, Dennis L. - In: Journal of business & economic statistics : JBES ; a … 9 (1991) 1, pp. 51-61
Persistent link: https://www.econbiz.de/10001100524
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A Monte Carlo analysis of alternative estimators in models involving selectivity
Hartman, Raymond S. - In: Journal of business & economic statistics : JBES ; a … 9 (1991) 1, pp. 41-49
Persistent link: https://www.econbiz.de/10001100525
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A quasi-bayesian approach to estimating parameters for mixtures of normal distributions
Hamilton, James D. - In: Journal of business & economic statistics : JBES ; a … 9 (1991) 1, pp. 27-39
Persistent link: https://www.econbiz.de/10001100526
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Imposing smoothness priors in applied welfare economics : an application of the information contract curve to environmental regulatory analysis
Thurman, Walter N.; Fox, Tyler J.; Bingham, Taylor H. - In: The review of economics and statistics 83 (2001) 3, pp. 511-522
Persistent link: https://www.econbiz.de/10001594192
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A new use of importance sampling to reduce computational burden in simulation estimation
Ackerberg, Daniel A. - 2001
Persistent link: https://www.econbiz.de/10001596235
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Constrained indirect inference estimation
Calzolari, Giorgio; Fiorentini, Gabriele; Sentana, Enrique - 2001
Persistent link: https://www.econbiz.de/10001599297
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A fast subsampling method for nonlinear dynamic models
Hong, Han (contributor); Scaillet, Olivier (contributor);  … - 2001 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001661507
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Rolling-sample volatility estimators : some new theoretical, simulation, and empirical results
Andreou, Elena; Ghysels, Eric - In: Journal of business & economic statistics : JBES ; a … 20 (2002) 3, pp. 363-376
Persistent link: https://www.econbiz.de/10001695282
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A fast subsampling method for nonlienar dynamic models
Hong, Han; Scaillet, Olivier; Tamer, Elie T. - 2001
Persistent link: https://www.econbiz.de/10001637975
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Indirect estimation of the parameters of agent based models of financial markets
Winker, Peter; Gilli, Manfred - 2001
Persistent link: https://www.econbiz.de/10001641864