I papiret undersøges anvendeligheden af en ikke-parametrisk metode, en såkaldt regression spline, til estimation af …

This chapter presents a unified set of estimation methods for fitting a rich array of models describing dynamic … chapter is motivated by the principle that, whenever possible, estimation methods should rely on routines available in … sampling inherent in survey longitudinal data, (3) incorporation of predetermined variables in estimation, and (4 …

This book presents in detail methodologies for the Bayesian estimation of single-regime and regime-switching GARCH … attractive alternative which enables small sample results, robust estimation, model discrimination and probabilistic statements … the Bayesian paradigm for inference. The next three chapters describe the estimation of the GARCH model with Normal …

duration estimators can be used for the estimation and forecasting of the integrated variance of an underlying semi …

structural models used in macroeconomics. The routine involves the estimation of dynamic moments over subgroups of the cross …-sectional dimension of agents. Micro moments differ from each other in the informative content that they carry for point estimation of the … relevant information for the correct estimation of the subjective discount rate. However, data from the cross section are not …

are estimated, GMM estimators are almost always used. We examine the validity of using likelihood based estimation in this …

accumulation in a structural life-cycle model. We use two complementary estimation strategies: first, we estimate the Euler equation … substantially higher than without temptation. Finally, our Method of Simulated Moments estimation is able to match well the life … the importance of temptation are robust to the different estimation strategies. …

incorporation of structural breaks while estimating volatility in the Nigerian stock market. This will help to avoid over-estimation …