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Quasi-maximum likelihood estimation of semi-strong GARCH models
Escanciano, Juan Carlos - In: Econometric theory 25 (2009) 2, pp. 561-570
Persistent link: https://www.econbiz.de/10003818363
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Semiparametric identification and fisher information
Escanciano, Juan Carlos - In: Econometric theory 38 (2022) 2, pp. 301-338
Persistent link: https://www.econbiz.de/10013187226
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QUASI-MAXIMUM LIKELIHOOD ESTIMATION OF SEMI-STRONG GARCH MODELS
Escanciano, Juan Carlos - In: Econometric theory 25 (2009) 2, pp. 561-570
Persistent link: https://www.econbiz.de/10008211988
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Identifying multiple marginal effects with a single instrument
Caetano, Carolina; Escanciano, Juan Carlos - In: Econometric theory 37 (2021) 3, pp. 464-494
Persistent link: https://www.econbiz.de/10012593443
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Nonparametric euler equation identification and estimation
Escanciano, Juan Carlos; Hoderlein, Stefan; Lewbel, Arthur - In: Econometric theory 37 (2021) 5, pp. 851-891
Persistent link: https://www.econbiz.de/10012656387