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Identifying the sources of model misspecification
Inoue, Atsushi, (2015)
Inoue, Atsushi, (2020)
A latent factor model for forecasting realized variances
Calzolari, Giorgio, (2021)
Approximation properties of Laplace-type estimators
Kormilitsina, Anna, (2012)
A Dynamic Model of Subprime Mortgage Default : Estimation and Policy Implications
Bajari, Patrick L., (2013)
Comments on "identification and semiparametric estimation of a finite horizon dynamic discrete choice model with a terminating action"
Daljord, Øystein, (2019)