Amanote Research

Amanote Research

    RegisterSign In

Efficient Estimation in Semiparametric GARCH Models

SSRN Electronic Journal
doi 10.2139/ssrn.2302
Full Text
Open PDF
Abstract

Available in full text

Date

January 1, 1997

Authors
Feike C. DrostChris A.J. Klaassen
Publisher

Elsevier BV


Related search

Semiparametric Estimation of Multivariate GARCH Models

SSRN Electronic Journal
2015English

Efficient Estimation of Conditional Risk Measures in a Semiparametric GARCH Model

2012English

Data Cloning Estimation of GARCH and COGARCH Models

Journal of Statistical Computation and Simulation
StatisticsProbabilityApplied MathematicsUncertaintySimulationModeling
2014English

Semiparametric Estimation of Random Coefficients in Structural Economic Models

2012English

Semiparametric Estimation

English

Semiparametric Quasilikelihood and Variance Function Estimation in Measurement Error Models

Journal of Econometrics
Philosophy of ScienceApplied MathematicsEconomicsEconometricsHistory
1993English

Plug-In Regularized Estimation of High Dimensional Parameters in Nonlinear Semiparametric Models

2018English

Semiparametric Estimation of Simultaneous-Equation Microeconometric Models With Index Restrictions

Japanese Economic Review
EconomicsEconometrics
1998English

A General Semiparametric Hazards Regression Model: Efficient Estimation and Structure Selection

Statistics in Medicine
EpidemiologyStatisticsProbability
2013English

Amanote Research

Note-taking for researchers

Follow Amanote

© 2025 Amaplex Software S.P.R.L. All rights reserved.

Privacy PolicyRefund Policy