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Search: subject:"two step estimators"
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BEKK
17
GARCC
17
DCC representation
10
filter
10
two step estimators
10
Two step estimators
9
conditional correlations
9
derived model
9
stated representation
9
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8
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8
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two-step estimators
8
DCC
7
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Regularity conditions
7
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moments
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regularity conditions
7
Korrelation
6
Statistische Methode
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assumed properties
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asymptotic properties
6
conditional covariances
6
diagnostic check
6
Exports
4
Gravity model
4
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4
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3
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3
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17
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Caporin, Massimiliano
17
McAleer, Michael
17
Mitze, Timo
6
Escanciano, Juan Carlos
3
Ichimura, Hidehiko
3
Lee, Sokbae
3
Lewbel, Arthur
3
Jacho-Chávez, David
2
Ellickson, Paul
1
Jacho-Chavez, David
1
Misra, Sanjog
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Department of Economics and Finance, College of Business and Economics
2
Facultad de Ciencias Económicas y Empresariales, Universidad Complutense de Madrid
2
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2
HAL
2
Institute of Economic Research, Kyoto University
2
Tinbergen Instituut
2
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1
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1
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1
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2
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RePEc
19
ECONIS (ZBW)
6
EconStor
5
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11
Ten Things You Should Know About DCC
Caporin, Massimiliano
;
McAleer, Michael
-
Institute of Economic Research, Kyoto University
-
2013
moments; DCC does not have testable regularity conditions; DCC yields inconsistent
two
step
estimators
; DCC has no asymptotic …
Persistent link: https://www.econbiz.de/10010633099
Saved in:
12
Ten Things you should know about the Dynamic Conditional Correlation Representation
Caporin, Massimiliano
;
McAleer, Michael
-
Tinbergen Instituut
-
2013
regularity conditions; DCC yields inconsistent
two
step
estimators
; DCC has no asymptotic properties; DCC is not a special case …
Persistent link: https://www.econbiz.de/10011255860
Saved in:
13
Ten Things you should know about DCC
Caporin, Massimiliano
;
McAleer, Michael
-
Tinbergen Instituut
-
2013
moments; DCC does not have testable regularity conditions; DCC yields inconsistent
two
step
estimators
; DCC has no asymptotic …
Persistent link: https://www.econbiz.de/10011256093
Saved in:
14
Ten things you should know about the dynamic conditional correlation representation
Caporin, Massimiliano
;
McAleer, Michael
-
2013
Persistent link: https://www.econbiz.de/10009767004
Saved in:
15
Ten things you should know about DCC
Caporin, Massimiliano
;
McAleer, Michael
-
2013
Persistent link: https://www.econbiz.de/10009725302
Saved in:
16
Identification and estimation of semiparametric two-step models
Escanciano, Juan Carlos
;
Jacho-Chávez, David
;
Lewbel, …
- In:
Quantitative economics : QE ; journal of the …
7
(
2016
)
2
,
pp. 561-589
Persistent link: https://www.econbiz.de/10011612096
Saved in:
17
Estimating Gravity Models of International Trade with Correlated Time-Fixed Regressors: To IV or not IV?
Mitze, Timo
-
2010
the use of non-IV
two-step
estimators
. Given their growing number of empirical applications, we aim to compare the …
Persistent link: https://www.econbiz.de/10011496125
Saved in:
18
Characterization of the asymptotic distribution of semiparametric M-estimators
Ichimura, Hidehiko
;
Lee, Sokbae
-
HAL
-
2010
This paper develops a concrete formula for the asymptotic distribution of two-step, possibly non-smooth semiparametric M-estimators under general misspecification. Our regularity conditions are relatively straightforward to verify and also weaker than those available in the literature. The...
Persistent link: https://www.econbiz.de/10010774287
Saved in:
19
Characterization of the asymptotic distribution of semiparametric M-estimators
Ichimura, Hidehiko
;
Lee, Sokbae
-
HAL
-
2010
This paper develops a concrete formula for the asymptotic distribution of two-step, possibly non-smooth semiparametric M-estimators under general misspecification. Our regularity conditions are relatively straightforward to verify and also weaker than those available in the literature. The...
Persistent link: https://www.econbiz.de/10010583456
Saved in:
20
Estimating Gravity Models of International Trade with Correlated Time-Fixed Regressors: To IV or not IV?
Mitze, Timo
-
Volkswirtschaftliche Fakultät, …
-
2010
the use of non-IV
two-step
estimators
. Given their growing number of empirical applications, we aim to compare the …
Persistent link: https://www.econbiz.de/10008550555
Saved in:
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