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Empirical likelihood confidence intervals for dependent duration data
El Ghouch, Anouar; Van Keilegom, Ingrid; McKeague, Ian W. - In: Econometric theory 27 (2011) 1, pp. 178-198
Persistent link: https://www.econbiz.de/10009127135
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Estimation of a semiparametric transformation model in the presence of endogeneity
Vanhems, Anne; Van Keilegom, Ingrid - In: Econometric theory 35 (2019) 1, pp. 73-110
Persistent link: https://www.econbiz.de/10012146118
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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
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EMPIRICAL LIKELIHOOD CONFIDENCE INTERVALS FOR DEPENDENT DURATION DATA
El Ghouch, Anouar; Van Keilegom, Ingrid; McKeague, Ian W. - In: Econometric theory 27 (2010) 1, pp. 178-199
Persistent link: https://www.econbiz.de/10008814160