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Numerical integration-based Gaussian mixture filters for maximum likelihood estimation of asymmetric stochastic volatility models
Kawakatsu, Hiroyuki - In: The econometrics journal 10 (2007) 2, pp. 342-358
Persistent link: https://www.econbiz.de/10003560004
Cover Image
Numerical integration-based Gaussian mixture filters for maximum likelihood estimation of asymmetric stochastic volatility models
Kawakatsu, Hiroyuki - In: The econometrics journal 10 (2007) 2, pp. 342-358
Persistent link: https://www.econbiz.de/10007743554
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EM algorithms for ordered probit models with endogenous regressors
Kawakatsu, Hiroyuki; Largey, Ann G. - In: The econometrics journal 12 (2009) 1, pp. 164
Persistent link: https://www.econbiz.de/10008178651
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EM algorithms for ordered probit models with endogenous regressors
Kawakatsu, Hiroyuki; Largey, Ann G. - In: The econometrics journal 12 (2009) 1, pp. 164-186
Persistent link: https://www.econbiz.de/10003842005