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Closed-form likelihood expansions for multivariate time-inhomogeneous diffusions
Choi, Seungmoon - In: Journal of econometrics 174 (2013) 2, pp. 45-65
Persistent link: https://www.econbiz.de/10009751254
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Efficient estimation and filtering for multivariate jump-diffusions
Guay, François; Schwenkler, Gustavo - In: Journal of econometrics 223 (2021) 1, pp. 251-275
Persistent link: https://www.econbiz.de/10012619970
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Multivariate spatial autoregressive model for large scale social networks
Zhu, Xuening; Huang, Danyang; Pan, Rui; Wang, Hansheng - In: Journal of econometrics 215 (2020) 2, pp. 591-606
Persistent link: https://www.econbiz.de/10012439571
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Stationary vine copula models for multivariate time series
Nagler, Thomas; Krüger, Daniel; Min, Aleksey - In: Journal of econometrics 227 (2022) 2, pp. 305-324
Persistent link: https://www.econbiz.de/10013441987
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Time-varying multivariate causal processes
Gao, Jiti; Peng, Bin; Wu, Wei Biao; Yan, Yayi - In: Journal of econometrics 240 (2024) 1, pp. 1-17
Persistent link: https://www.econbiz.de/10015075008
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Asymptotic probability concentrations and finite sample properties of modified LIML estimators for equations with more than two endogenous variables
Oberhelman, Dennis; Kadiyala, K. Rao - In: Journal of econometrics 98 (2000) 1, pp. 163-185
Persistent link: https://www.econbiz.de/10001497694
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Further consequences of viewing LIML as an iterated Aitken estimator
Gao, Chuanming; Lahiri, Kajal - In: Journal of econometrics 98 (2000) 2, pp. 187-202
Persistent link: https://www.econbiz.de/10001497778
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Efficiency comparisons of maximum-likelihood-based estimators in GARCH models
González-Rivera, Gloria; Drost, Feike C. - In: Journal of econometrics 93 (1999) 1, pp. 93-111
Persistent link: https://www.econbiz.de/10001406643
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Efficiency results of MLE and GMM estimation with sampling weights
Butler, John S. - In: Journal of econometrics 96 (2000) 1, pp. 25-37
Persistent link: https://www.econbiz.de/10001466740
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Misspecified heteroskedasticity in the panel probit model : a small sample comparison of GMM and SML estimators
Inkmann, Joachim - In: Journal of econometrics 97 (2000) 2, pp. 227-259
Persistent link: https://www.econbiz.de/10001496588