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Publications by Chris A.J. Klaassen
Efficient Estimation in Semiparametric GARCH Models
SSRN Electronic Journal
Related publications
Semiparametric Estimation of Multivariate GARCH Models
SSRN Electronic Journal
Efficient Estimation of Conditional Risk Measures in a Semiparametric GARCH Model
Data Cloning Estimation of GARCH and COGARCH Models
Journal of Statistical Computation and Simulation
Statistics
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Semiparametric Estimation of Random Coefficients in Structural Economic Models
Semiparametric Estimation
Semiparametric Quasilikelihood and Variance Function Estimation in Measurement Error Models
Journal of Econometrics
Philosophy of Science
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Plug-In Regularized Estimation of High Dimensional Parameters in Nonlinear Semiparametric Models
Semiparametric Estimation of Simultaneous-Equation Microeconometric Models With Index Restrictions
Japanese Economic Review
Economics
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A General Semiparametric Hazards Regression Model: Efficient Estimation and Structure Selection
Statistics in Medicine
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