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Some nonstandard stochastic volatility models and their estimation using structured hidden Markov models

Langrock, Roland; MacDonald, Iain L.; Zucchini, Walter - In: Journal of empirical finance 19 (2012) 1, pp. 147-161

Persistent link: https://www.econbiz.de/10009615752

On clustering procedures and nonparametric mixture estimation

Auray, Stéphane; Klutchnikoff, Nicolas; Rouvière, Laurent - 2013

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Semiparametric estimation of random coefficients in structural economic models

Hoderlein, Stefan; Nesheim, Lars; Simoni, Anna - 2015

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Finite mixture models with one exclusion restriction

Adams, Christopher P. - In: The econometrics journal 19 (2016) 2, pp. 150-165

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Correspondence between survey and admin data on quarterly turnover

Delden, Arnout van; Scholtus, Sander - 2017

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Robust estimation of ARMA models with near root cancellation

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Censored quantile regression survival models with a cure proportion

Narisetty, Naveen; Koenker, Roger - 2019

A new quantile regression model for survival data is proposed that permits a positive proportion of subjects to become unsusceptible to recurrence of disease following treatment or based on other observable characteristics. In contrast to prior proposals for quantile regression estimation of...

Persistent link: https://www.econbiz.de/10012115872

Identification of treatment effects with mismeasured imperfect instruments

Kedagni, Desire - 2019

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A mixture of ordered probit models with endogenous assignment to two latent classes

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Censored quantile regression survival models with a cure proportion

Narisetty, Naveen; Koenker, Roger - In: Journal of econometrics 226 (2022) 1, pp. 192-203

Persistent link: https://www.econbiz.de/10013440549