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1
Maximum likelihood and the bootstrap for nonlinear dynamic models
Gonçalves, Sílvia
;
White, Halbert
- In:
Journal of econometrics
119
(
2004
)
1
,
pp. 199-219
Persistent link: https://www.econbiz.de/10001944127
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2
Pseudo-likelihood estimation and bootstrap inference for structural discrete Markov decision models
Kasahara, Hiroyuki
;
Shimotsu, Katsumi
- In:
Journal of econometrics
146
(
2008
)
1
,
pp. 92-106
Persistent link: https://www.econbiz.de/10003778224
Saved in:
3
Conditional asymmetry in Power ARCH(∞) models
Royer, Julien
- In:
Journal of econometrics
234
(
2023
)
1
,
pp. 178-204
Persistent link: https://www.econbiz.de/10014364731
Saved in:
4
Bootstrap refinements for QML estimators of the GARCH(1,1) parameters
Corradi, Valentina
;
Iglesias, Emma M.
- In:
Journal of econometrics
144
(
2008
)
2
,
pp. 500-510
Persistent link: https://www.econbiz.de/10003774696
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5
Quasi-maximum likelihood estimation and bootstrap inference in fractional time series models with heteroskedasticity of unknown form
Cavaliere, Giuseppe
;
Nielsen, Morten Ørregaard
; …
- In:
Journal of econometrics
198
(
2017
)
1
,
pp. 165-188
Persistent link: https://www.econbiz.de/10011818374
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6
Jackknife empirical likelihood for inequality constraints on regular functionals
Chen, Ruxin
;
Tabri, Rami V.
- In:
Journal of econometrics
221
(
2021
)
1
,
pp. 68-77
Persistent link: https://www.econbiz.de/10012618798
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7
Likelihood inference in some finite mixture models
Chen, Xiaohong
;
Ponomareva, Maria
;
Tamer, Elie T.
- In:
Journal of econometrics
182
(
2014
)
1
,
pp. 87-99
Persistent link: https://www.econbiz.de/10010497117
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8
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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9
The spurious regression of fractionally integrated processes
Tsay, Wen-jen
;
Chung, Ching-fan
- In:
Journal of econometrics
96
(
2000
)
1
,
pp. 155-182
Persistent link: https://www.econbiz.de/10001466752
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10
Asymmetries and nonlinearities in dynamic economic models
Burgess, Simon M.
(
contributor
)
-
1996
Persistent link: https://www.econbiz.de/10000596724
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