Higher-order stochastic expansions and approximate moments for non-linear models with heterogeneous observations
Year of publication: |
2021
|
---|---|
Authors: | Rilstone, Paul |
Published in: |
Journal of quantitative economics. - [New Delhi] : Springer India, ISSN 2364-1045, ZDB-ID 2842078-0. - Vol. 19.2021, supplement 1, p. 99-120
|
Subject: | Approximate moments | Non-linear | Stochastic approximations | Stochastischer Prozess | Stochastic process | Nichtlineare Regression | Nonlinear regression | Schätztheorie | Estimation theory | Momentenmethode | Method of moments |
-
Bayesian estimation of volatility with moment-based nonlinear stochastic filters
Grothe, Oliver, (2006)
-
Inkmann, Joachim, (2001)
-
Estimating Nonlinear DSGE Models by the Simulated Method of Moments
Ruge-Murcia, Francisco, (2010)
- More ...
-
Smoothed maximum score estimation of discrete duration models
Reza, Sadat, (2019)
-
Rilstone, Paul, (1991)
-
Nonparametric Estimation of Models with Generated Regressors.
Rilstone, Paul, (1996)
- More ...