Last searches
Results for *
Displaying results 1 to 25 of 57.
-
Efficient estimation of multivariate semi-nonparametric GARCH filtered copula models
-
Asymptotic properties of some projection-based Robbins-Monro procedures in a Hilbert space
-
Estimation of semiparametric models when the criterion function is not smooth
-
Land of addicts?
an empirical investigation of habit-based asset pricing behavior -
Simple tests for models of dependence between multiple financial time series, with applications to US equity returns and exchange rates
-
Principal components and the long run
-
Nonparametric identification of regression models containing a misclassified dichotomous regressor without instruments
-
Nonparametric identification and estimation of nonclassical errors-in-variables models without additional information
-
Copula-based nonlinear quantile autoregression
-
Efficient estimation of copula-based semiparametric Markov models
-
Semiparametric efficiency bound for models of sequential moment restrictions containing unknown functions
-
An alternative way of computing efficient instrumental variable estimators
-
Semiparametric efficiency bound for models of sequential moment restrictions containing unknown functions
-
Sieve inference on semi-nonparametric time series models
-
Sieve inference on semi-nonparametric time series models
-
Sensitivity analysis in semiparametric likelihood models
-
A practical asymptotic variance estimator for two-step semiparametric estimators
-
Penalized sieve estimation and inference of semi-nonparametric dynamic models
a selective review -
An estimation of economic models with recursive preferences
-
A practical asymptotic variance estimator for two-step semiparametric estimators
-
Penalized sieve estimation and inference of semi-nonparametric dynamic models
a selective review -
Principal components and long run implications of multivariate diffusions
-
Efficient estimation of semiparametric conditional moment models with possibly nonsmooth residuals
-
Averaging of moment condition estimators
-
Asymptotic efficiency of semiparametric two-step GMM