Similar Search Results - EconBiz

A parametric approach to flexible nonlinear inference

Hamilton, James D. - 1999

Persistent link: https://www.econbiz.de/10001368232

A parametric approach to flexible nonlinear inference

Hamilton, James D. - In: Econometrica : journal of the Econometric Society, an … 69 (2001) 3, pp. 537-573

Persistent link: https://www.econbiz.de/10001580786

Modified profile likelihood inference and interval forecast of the burst of financial bubbles

Filimonov, Vladimir; Demos, Guilherme; Heinimann, Hans … - 2016

We present a detailed methodological study of the application of the modified profile likelihood method for the calibration of nonlinear financial models characterised by a large number of parameters. We apply the general approach to the Log-Periodic Power Law Singularity (LPPLS) model of...

Persistent link: https://www.econbiz.de/10011514498

Robust inference in nonlinear models with mixed identification strength

Cheng, Xu - In: Journal of econometrics 189 (2015) 1, pp. 207-228

Persistent link: https://www.econbiz.de/10011502516

Flexible nonlinear inference with endogenous explanatory variables

Kim, Dong-heon - In: Seoul journal of economics 28 (2015) 3, pp. 311-323

Persistent link: https://www.econbiz.de/10011392739

On uniform inference in nonlinear models with endogeneity

Khan, Shakeeb; Nekipelov, Denis N. - 2019 - This Version: September 2019

Persistent link: https://www.econbiz.de/10012151376

Recent advances in the measurement error literature

Schennach, Susanne M. - In: Annual review of economics 8 (2016), pp. 351-377

Persistent link: https://www.econbiz.de/10011743179

Uniform inference in nonlinear models with mixed identification strength

Cheng, Xu - 2014

Persistent link: https://www.econbiz.de/10010390339

Exact and approximate inferences for nonlinear mixed-effects models with missin g covariates

Wu, Lang - In: Journal of the American Statistical Association : JASA 99 (2004) 467, pp. 700-709

Persistent link: https://www.econbiz.de/10002242065

Likelihood-based inference for cointegration with nonlinear error-correction

Kristensen, Dennis; Rahbek, Anders - In: Journal of econometrics 158 (2010) 1, pp. 78-94

Persistent link: https://www.econbiz.de/10008826874

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