Econometric essays on generalized empirical likelihood, long-memory time series, and volatility
Year of publication: |
2003
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Authors: | Guggenberger, Patrik |
Subject: | Zeitreihenanalyse | Time series analysis | Modellierung | Scientific modelling | Momentenmethode | Method of moments | Schätztheorie | Estimation theory | Theorie | Theory |
Description of contents: | Table of Contents [gbv.de] |
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Giesen, Sebastian, (2016)
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Exponentially tilted likelihood inference on growing dimensional unconditional moment models
Tang, Niansheng, (2018)
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Time-varying factor selection : a sparse fused GMM approach
Cui, Liyuan, (2023)
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Guggenberger, Patrik, (2003)
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Generalized empirical likelihood tests in time models with potential identification failure
Guggenberger, Patrik, (2005)
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Efficiency Properties of Labor Taxation in a Spatial Model of Restricted Labor Mobility
Guggenberger, Patrik, (2001)
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