Estimating mixtures of normal distributions via empirical characteristic function

JOURNAL ARTICLE published January 1998 in Econometric Reviews

Authors: Kien C. Tran

ON MULTIPLE STRUCTURAL BREAKS IN DISTRIBUTION: AN EMPIRICAL CHARACTERISTIC FUNCTION APPROACH

JOURNAL ARTICLE published June 2023 in Econometric Theory

Authors: Zhonghao Fu | Yongmiao Hong | Xia Wang

Continuous Empirical Characteristic Function Estimation of Mixtures of Normal Parameters

JOURNAL ARTICLE published 3 November 2010 in Econometric Reviews

Authors: Dinghai Xu | John Knight

EMPIRICAL CHARACTERISTIC FUNCTION IN TIME SERIES ESTIMATION

JOURNAL ARTICLE published June 2002 in Econometric Theory

Authors: John L. Knight | Jun Yu

From Characteristic Function to Distribution Function: A Simple Framework for the Theory

JOURNAL ARTICLE published December 1991 in Econometric Theory

Authors: N.G. Shephard

CHARACTERISTIC FUNCTION–BASED TESTING FOR MULTIFACTOR CONTINUOUS-TIME MARKOV MODELS VIA NONPARAMETRIC REGRESSION

JOURNAL ARTICLE published August 2010 in Econometric Theory

Authors: Bin Chen | Yongmiao Hong

EFFICIENT ESTIMATION USING THE CHARACTERISTIC FUNCTION

JOURNAL ARTICLE published April 2017 in Econometric Theory

Authors: Marine Carrasco | Rachidi Kotchoni

THE EXACT CUMULATIVE DISTRIBUTION FUNCTION OF A RATIO OF QUADRATIC FORMS IN NORMAL VARIABLES, WITH APPLICATION TO THE AR(1) MODEL

JOURNAL ARTICLE published August 2002 in Econometric Theory

Authors: G. Forchini

The Characteristic Function of a Simple Random Walk Test Statistic

JOURNAL ARTICLE published September 1990 in Econometric Theory

Authors: R.W. Farebrother

The Characteristic Function of a Simple Random Walk Test Statistic

JOURNAL ARTICLE published December 1991 in Econometric Theory

Authors: R.W. Farebrother

A Non-normal Limiting Distribution

JOURNAL ARTICLE published August 1986 in Econometric Theory

Authors: John L. Knight

ON ESTIMATING AN ARMA MODEL WITH AN MA UNIT ROOT

JOURNAL ARTICLE published June 1998 in Econometric Theory

Authors: B.P.M. McCabe | S.J. Leybourne

Estimating Orthogonal Impulse Responses via Vector Autoregressive Models

JOURNAL ARTICLE published December 1991 in Econometric Theory

Authors: Helmut Lütkepohl | D.S. Poskitt

CHARACTERISTIC FUNCTION BASED TESTING FOR CONDITIONAL INDEPENDENCE: A NONPARAMETRIC REGRESSION APPROACH

JOURNAL ARTICLE published August 2018 in Econometric Theory

Authors: Xia Wang | Yongmiao Hong

ESTIMATING THE VOLATILITY OCCUPATION TIME VIA REGULARIZED LAPLACE INVERSION

JOURNAL ARTICLE published October 2016 in Econometric Theory

Authors: Jia Li | Viktor Todorov | George Tauchen

TESTING FOR NONNESTED CONDITIONAL MOMENT RESTRICTIONS VIA CONDITIONAL EMPIRICAL LIKELIHOOD

JOURNAL ARTICLE published February 2011 in Econometric Theory

Authors: Taisuke Otsu | Yoon-Jae Whang

ESTIMATING CONTINUOUS-TIME MODELS ON THE BASIS OF DISCRETE DATA VIA AN EXACT DISCRETE ANALOG

JOURNAL ARTICLE published August 2009 in Econometric Theory

Authors: J. Roderick McCrorie

The Exact Likelihood Function for an Empirical Job Search Model

JOURNAL ARTICLE published December 1991 in Econometric Theory

Authors: Bent Jesper Christensen | Nicholas M. Kiefer

The Distribution of the Stein-Rule Estimator in a Model with Non-Normal Disturbances

JOURNAL ARTICLE published August 1986 in Econometric Theory

Authors: John. L. Knight

ESTIMATING THE PERSISTENCE AND THE AUTOCORRELATION FUNCTION OF A TIME SERIES THAT IS MEASURED WITH ERROR

JOURNAL ARTICLE published February 2014 in Econometric Theory

Authors: Peter R. Hansen | Asger Lunde