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There are 4631 results for: content related to: Indirect inference

  1. 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

    Article first published online : 3 OCT 2012, DOI: 10.1111/obes.12000

  2. A simple example of an indirect estimator with discontinuous limit theory in the MA(1) model

    Journal of Time Series Analysis

    Stelios Arvanitis

    Article first published online : 11 AUG 2014, DOI: 10.1111/jtsa.12080

  3. Estimating functions in indirect inference

    Journal of the Royal Statistical Society: Series B (Statistical Methodology)

    Volume 66, Issue 2, May 2004, Pages: 447–462, Knut Heggland and Arnoldo Frigessi

    Article first published online : 14 APR 2004, DOI: 10.1111/j.1369-7412.2003.05341.x

  4. A multivariate latent factor decomposition of international bond yield spreads

    Journal of Applied Econometrics

    Volume 15, Issue 6, November/December 2000, Pages: 697–715, Mardi Dungey, Vance L Martin and Adrian R Pagan

    Article first published online : 5 FEB 2001, DOI: 10.1002/jae.584

  5. On the efficacy of simulated maximum likelihood for estimating the parameters of stochastic differential Equations

    Journal of Time Series Analysis

    Volume 24, Issue 1, January 2003, Pages: 45–63, A. S. Hurn, K. A. Lindsay and V. L. Martin

    Article first published online : 21 FEB 2003, DOI: 10.1111/1467-9892.00292

  6. You have free access to this content
    Indirect inference based on the score

    The Econometrics Journal

    Accepted manuscript online: 7 MAR 2014, Peter Fuleky and Eric Zivot

    DOI: 10.1111/ectj.12028

  7. 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

    Article first published online : 8 AUG 2006, DOI: 10.1002/jae.3950050302

  8. Indirect Estimation of α-Stable Distributions and Processes

    The Econometrics Journal

    Volume 11, Issue 1, March 2008, Pages: 193–208, Marco J. Lombardi and Giorgio Calzolari

    Article first published online : 16 JAN 2008, DOI: 10.1111/j.1368-423X.2008.00234.x

  9. Encompassing: Concepts and Implementation

    Oxford Bulletin of Economics and Statistics

    Volume 70, Issue s1, December 2008, Pages: 721–750, Christophe Bontemps and Grayham E. Mizon

    Article first published online : 24 NOV 2008, DOI: 10.1111/j.1468-0084.2008.00528.x

  10. BILINEAR TERM STRUCTURE MODEL

    Mathematical Finance

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

    Article first published online : 14 SEP 2010, DOI: 10.1111/j.1467-9965.2010.00424.x

  11. You have free access to this content
    Constructing summary statistics for approximate Bayesian computation: semi-automatic approximate Bayesian computation

    Journal of the Royal Statistical Society: Series B (Statistical Methodology)

    Volume 74, Issue 3, June 2012, Pages: 419–474, Paul Fearnhead and Dennis Prangle

    Article first published online : 15 MAY 2012, DOI: 10.1111/j.1467-9868.2011.01010.x

  12. 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

    Article first published online : 8 AUG 2006, DOI: 10.1002/jae.3950050204

  13. Survey evidence on the rationality of expectations

    Journal of Applied Econometrics

    Volume 7, Issue 3, July/September 1992, Pages: 225–241, Marc Ivaldi

    Article first published online : 7 NOV 2006, DOI: 10.1002/jae.3950070302

  14. 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

  15. Efficient Derivative Pricing by the Extended Method of Moments

    Econometrica

    Volume 79, Issue 4, July 2011, Pages: 1181–1232, P. Gagliardini, C. Gourieroux and E. Renault

    Article first published online : 1 JUL 2011, DOI: 10.3982/ECTA7192

  16. Estimating nonlinear time-series models using simulated vector autoregressions

    Journal of Applied Econometrics

    Volume 8, Issue S1, December 1993, Pages: S63–S84, A. A. Smith Jr.

    Article first published online : 7 NOV 2006, DOI: 10.1002/jae.3950080506

  17. EXPLOSIVE BEHAVIOR IN THE 1990s NASDAQ: WHEN DID EXUBERANCE ESCALATE ASSET VALUES?

    International Economic Review

    Volume 52, Issue 1, February 2011, Pages: 201–226, Peter C. B. Phillips, Yangru Wu and Jun Yu

    Article first published online : 24 FEB 2011, DOI: 10.1111/j.1468-2354.2010.00625.x

  18. Simple tests for sample selection bias in censored and discrete choice models

    Journal of Applied Econometrics

    Volume 7, Issue 4, October/December 1992, Pages: 413–421, F. Vella

    Article first published online : 7 NOV 2006, DOI: 10.1002/jae.3950070407

  19. International real interest rate equalization. A multivariate time-series approach

    Journal of Applied Econometrics

    Volume 8, Issue 2, April/June 1993, Pages: 163–174, P. Kugler and K. Neusser

    Article first published online : 7 NOV 2006, DOI: 10.1002/jae.3950080205

  20. Models for truncated counts

    Journal of Applied Econometrics

    Volume 6, Issue 3, July/September 1991, Pages: 225–238, J. T. Grogger and R. T. Carson

    Article first published online : 7 NOV 2006, DOI: 10.1002/jae.3950060302