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Search: subject:"efficient method of moments"
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efficient method of moments
8
Efficient Method of Moments
6
Efficient method of moments
6
Estimation theory
4
Method of moments
4
Momentenmethode
4
Schätztheorie
4
Stochastic process
4
Stochastischer Prozess
4
Volatility
4
Volatilität
4
adaptive beliefs
4
bounded rationality
4
evolutionary dynamics
4
heterogeneous expectations
4
indirect inference
4
Reprojection
3
stochastic volatility models
3
Efficient Method of Moments (EMM)
2
Estimation
2
Indirect inference
2
Option Pricing
2
Schätzung
2
Statistical theory
2
Statistische Methodenlehre
2
Stochastic Volatility
2
filtering
2
simulation based estimation
2
volatilité stochastique
2
(asymmetric) stochastic volatility
1
Aktienmarkt
1
Asymptotic efficiency
1
Auxiliary model
1
Bayesian analysis
1
Börsenkurs
1
CAPM
1
Computing
1
Construcción
1
Criterios de información
1
Derivative securities
1
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Free
23
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Book / Working Paper
22
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1
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Working Paper
6
Arbeitspapier
5
Graue Literatur
5
Non-commercial literature
5
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English
13
Undetermined
9
Hungarian
1
Author
All
Amilon, Henrik
4
Sluis, Pieter J. van der
4
Chernov, Mikhail
3
Ghysels, Eric
3
Barigozzi, Matteo
2
Fuleky, Peter
2
Gallant, A. Ronald
2
Halbleib, Roxana
2
Tauchen, George
2
Veiga, Maria Helena Lopes Moreira da
2
Veredas, David
2
Zivot, Eric
2
Daníelsson, Jón
1
Jiang, G.J.
1
Jiang, George J.
1
Michaelides, Alexander
1
Ng, Serena
1
Peñaranda, Francisco
1
Sørensen, Helle
1
Taştan, Hüseyin
1
Valderrama, Diego
1
van der Sluis, P.J.
1
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Institution
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Centre Interuniversitaire de Recherche en Analyse des Organisations (CIRANO)
3
Departament d'Economia i Història Econòmica, Universitat Autònoma de Barcelona
2
Banco de España
1
Department of Economics and Business, Universitat Pompeu Fabra
1
Department of Economics, University of Hawaii-Manoa
1
Finance Discipline Group, Business School
1
London School of Economics (LSE)
1
Society for Computational Economics - SCE
1
Sveriges Riksbank
1
Tilburg University, Center for Economic Research
1
University of Hawai'i Economic Research Organization (UHERO), University of Hawaii-Manoa
1
Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München
1
Økonomisk Institut, Københavns Universitet
1
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Discussion paper / Tinbergen Institute
4
CIRANO Working Papers
3
UFAE and IAE Working Papers
2
Banco de España Working Papers
1
Computing in Economics and Finance 2003
1
Discussion Paper / Tilburg University, Center for Economic Research
1
Discussion Papers / Økonomisk Institut, Københavns Universitet
1
Economics Working Papers / Department of Economics and Business, Universitat Pompeu Fabra
1
LSE Research Online Documents on Economics
1
MPRA Paper
1
Research Paper Series / Finance Discipline Group, Business School
1
Sveriges Riksbank Working Paper Series
1
Sveriges Riksbank working paper series
1
Working Paper Series / Sveriges Riksbank
1
Working Papers / Department of Economics, University of Hawaii-Manoa
1
Working Papers / University of Hawai'i Economic Research Organization (UHERO), University of Hawaii-Manoa
1
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RePEc
16
ECONIS (ZBW)
5
BASE
1
EconStor
1
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1
Which model to match?
Barigozzi, Matteo
;
Halbleib, Roxana
;
Veredas, David
-
2012
The asymptotic efficiency of indirect estimation methods, such as the
efficient
method
of
moments
and indirect …
Persistent link: https://www.econbiz.de/10012530392
Saved in:
2
Which model to match?
Barigozzi, Matteo
;
Halbleib, Roxana
;
Veredas, David
-
Banco de España
-
2012
The asymptotic efficiency of indirect estimation methods, such as the
efficient
method
of
moments
and indirect …
Persistent link: https://www.econbiz.de/10010862251
Saved in:
3
Indirect Inference Based on the Score
Fuleky, Peter
;
Zivot, Eric
-
University of Hawai'i Economic Research Organization …
-
2011
The
Efficient
Method
of
Moments
(EMM) estimator popularized by Gallant and Tauchen (1996) is an indirect inference …
Persistent link: https://www.econbiz.de/10011201738
Saved in:
4
Indirect Inference Based on the Score
Fuleky, Peter
;
Zivot, Eric
-
Department of Economics, University of Hawaii-Manoa
-
2011
The
Efficient
Method
of
Moments
(EMM) estimator popularized by Gallant and Tauchen (1996) is an indirect inference …
Persistent link: https://www.econbiz.de/10009321241
Saved in:
5
Simulation based estimation of threshold moving average models with contemporaneous shock asymmetry
Taştan, Hüseyin
-
Volkswirtschaftliche Fakultät, …
-
2011
on their work and examines the properties of
efficient
method
of
moments
(EMM) estimation of TMA class of models using …
Persistent link: https://www.econbiz.de/10009353839
Saved in:
6
On the impact of fundamentals, liquidity and coordination on market stability
Peñaranda, Francisco
;
Daníelsson, Jón
-
Department of Economics and Business, Universitat …
-
2007
We develop a coordination game to model interactions between fundamentals and liquidity during unstable periods in financial markets. We then propose a flexible econometric framework for estimation of the model and analysis of its quantitative implications. The specific empirical application is...
Persistent link: https://www.econbiz.de/10005772198
Saved in:
7
Estimation of an Adaptive Stock Market Model with Heterogeneous Agents
Amilon, Henrik
-
Sveriges Riksbank
-
2005
. Hence, we do a proper estimation of some simple versions of such a model by the use of
efficient
method
of
moments
and …
Persistent link: https://www.econbiz.de/10005423762
Saved in:
8
Estimation of an Adaptive Stock Market Model with Heterogeneous Agents
Amilon, Henrik
-
2005
. Hence, we do a proper estimation of some simple versions of such a model by the use of
efficient
method
of
moments
and …
Persistent link: https://www.econbiz.de/10010321274
Saved in:
9
Estimation of an adaptive stock market model with heterogeneous agents
Amilon, Henrik
-
2005
. Hence, we do a proper estimation of some simple versions of such a model by the use of
efficient
method
of
moments
and …
Persistent link: https://www.econbiz.de/10011583846
Saved in:
10
Estimation of an Adaptive Stock Market Model with Heterogeneous Agents
Amilon, Henrik
-
Finance Discipline Group, Business School
-
2003
simple version of such a model by the use of
efficient
method
of
moments
, and compare the results to real data and …
Persistent link: https://www.econbiz.de/10005102336
Saved in:
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