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There are 14255 results for: content related to: Indirect inference

  1. BILINEAR TERM STRUCTURE MODEL

    Mathematical Finance

    Volume 21, Issue 1, January 2011, Pages: 1–19, C. Gourieroux and A. Monfort

    Version of Record online : 14 SEP 2010, DOI: 10.1111/j.1467-9965.2010.00424.x

  2. From a var model to a structural model, with an application to the wage–price spiral

    Journal of Applied Econometrics

    Volume 5, Issue 3, July/September 1990, Pages: 203–227, A. Monfort and R. Rabemananjara

    Version of Record online : 8 AUG 2006, DOI: 10.1002/jae.3950050302

  3. Bilateral exposures and systemic solvency risk

    Canadian Journal of Economics/Revue canadienne d'économique

    Volume 45, Issue 4, November 2012, Pages: 1273–1309, C. Gouriéroux, J.-C. Héam and A. Monfort

    Version of Record online : 9 NOV 2012, DOI: 10.1111/j.1540-5982.2012.01750.x

  4. Indirect Estimation of Semiparametric Binary Choice Models

    Oxford Bulletin of Economics and Statistics

    Volume 76, Issue 2, April 2014, Pages: 298–314, Joakim Westerlund and Per Hjertstrand

    Version of Record online : 3 OCT 2012, DOI: 10.1111/obes.12000

  5. A class of indirect inference estimators: higher-order asymptotics and approximate bias correction

    The Econometrics Journal

    Volume 18, Issue 2, June 2015, Pages: 200–241, Stelios Arvanitis and Antonis Demos

    Version of Record online : 29 JUN 2015, DOI: 10.1111/ectj.12045

  6. Estimating Stochastic Volatility Models Through Indirect Inference

    The Econometrics Journal

    Volume 1, Issue 1, June 1998, Pages: 113–128, Chiara Monfardini

    Version of Record online : 28 JUN 2008, DOI: 10.1111/1368-423X.11007

  7. Indirect Inference and Long Memory: A New Truncated-Series Estimation Method

    Commodity Modeling and Pricing: Methods for Analyzing Resource Market Behavior

    Armand Sadler, Jean-Baptiste Lesourd, Veˆlayoudom Marimoutou, Pages: 1–29, 2012

    Published Online : 4 JAN 2012, DOI: 10.1002/9781118267905.ch1

  8. DOMAIN RESTRICTIONS ON INTEREST RATES IMPLIED BY NO ARBITRAGE

    Mathematical Finance

    Volume 21, Issue 2, April 2011, Pages: 281–291, C. Gourieroux and A. Monfort

    Version of Record online : 22 SEP 2010, DOI: 10.1111/j.1467-9965.2010.00429.x

  9. Simulated maximum likelihood estimation of multivariate mixed-Poisson regression models, with application

    The Econometrics Journal

    Volume 2, Issue 1, June 1999, Pages: 29–48, Murat K. Munkin and Pravin K. Trivedi

    Version of Record online : 21 APR 2002, DOI: 10.1111/1368-423X.00019

  10. The problem of not observing small expenditures in a consumer expenditure survey

    Journal of Applied Econometrics

    Volume 5, Issue 2, April/June 1990, Pages: 151–166, Rob Alessie, Raymond Gradus and Bertrand Melenberg

    Version of Record online : 8 AUG 2006, DOI: 10.1002/jae.3950050204

  11. Variations dans la structure sociale du topi, Damaliscus korrigum Ogilby, au Pare National de l'Akagera, Rwanda

    Zeitschrift für Tierpsychologie

    Volume 39, Issue 1-5, January-December 1975, Pages: 332–364, Nicole Monfort-Braham

    Version of Record online : 23 FEB 2012, DOI: 10.1111/j.1439-0310.1975.tb00914.x

  12. On Efficient Estimation and Correct Inference in Models with Generated Regressors: a General Approach

    The Japanese Economic Review

    Volume 48, Issue 4, December 1997, Pages: 368–389, Colin McKenzie and Michael McAleer

    Version of Record online : 18 DEC 2002, DOI: 10.1111/1468-5876.00060

  13. Efficient Estimation: The Rao-Zyskind Condition, Kruskal's Theorem and Ordinary Least Squares*

    Economic Record

    Volume 68, Issue 1, March 1992, Pages: 65–72, MICHAEL McALEER

    Version of Record online : 22 OCT 2007, DOI: 10.1111/j.1475-4932.1992.tb01750.x

  14. The Generalised Estimating Equations: An Annotated Bibliography

    Biometrical Journal

    Volume 40, Issue 2, June 1998, Pages: 115–139, Andreas Ziegler, Christian Kastner and Maria Blettner

    Version of Record online : 19 APR 1999, DOI: 10.1002/(SICI)1521-4036(199806)40:2<115::AID-BIMJ115>3.0.CO;2-6

  15. Mating behavior and endocrine profiles of wild black and white Colobus monkeys (Colobus guereza): toward an understanding of their life history and mating system

    American Journal of Primatology

    Volume 68, Issue 4, April 2006, Pages: 383–396, Tara R. Harris and Steven L. Monfort

    Version of Record online : 13 MAR 2006, DOI: 10.1002/ajp.20232

  16. Swapping the Nested Fixed Point Algorithm: A Class of Estimators for Discrete Markov Decision Models

    Econometrica

    Volume 70, Issue 4, July 2002, Pages: 1519–1543, Victor Aguirregabiria and Pedro Mira

    Version of Record online : 12 DEC 2003, DOI: 10.1111/1468-0262.00340

  17. A Fractional Dickey–Fuller Test for Unit Roots

    Econometrica

    Volume 70, Issue 5, September 2002, Pages: 1963–2006, Juan J. Dolado, Jesús Gonzalo and Laura Mayoral

    Version of Record online : 10 FEB 2004, DOI: 10.1111/1468-0262.00359

  18. STATIONARY ARMA SOLUTIONS TO LINEAR RATIONAL EXPECTATIONS MODELS WITH STATIONARY ARMA EXOGENOUS PROCESSES

    The Manchester School

    Volume 64, Issue 1, March 1996, Pages: 38–53, SERGIO DE NARDIS

    Version of Record online : 21 APR 2008, DOI: 10.1111/j.1467-9957.1996.tb01246.x

  19. L‘écologie et la vie sociale du Céphalophe bleu (Cephalophus monticola Thunberg), petit ruminant forestier africain

    Zeitschrift für Tierpsychologie

    Volume 54, Issue 3, January-December 1980, Pages: 205–266, Gérard Dubost

    Version of Record online : 26 APR 2010, DOI: 10.1111/j.1439-0310.1980.tb01243.x

  20. Estimation of dynamic latent variable models using simulated non-parametric moments

    The Econometrics Journal

    Volume 15, Issue 3, October 2012, Pages: 490–515, Michael Creel and Dennis Kristensen

    Version of Record online : 28 NOV 2012, DOI: 10.1111/j.1368-423X.2012.00387.x