Metadata Search Funding Data Link References Status API Help
Facet browsing currently unavailable
Page 1 of 115723 results
Sort by: relevance publication year

GENERALIZATION OF GMM TO A CONTINUUM OF MOMENT CONDITIONS

JOURNAL ARTICLE published December 2000 in Econometric Theory

Authors: Marine Carrasco | Jean-Pierre Florens

ON THE ASYMPTOTIC EFFICIENCY OF GMM

JOURNAL ARTICLE published April 2014 in Econometric Theory

Authors: Marine Carrasco | Jean-Pierre Florens

A SPECTRAL METHOD FOR DECONVOLVING A DENSITY

JOURNAL ARTICLE published June 2011 in Econometric Theory

Authors: Marine Carrasco | Jean-Pierre Florens

ADAPTIVE GMM SHRINKAGE ESTIMATION WITH CONSISTENT MOMENT SELECTION

JOURNAL ARTICLE published October 2013 in Econometric Theory

Authors: Zhipeng Liao

Efficient Estimation of Jump Diffusions and General Dynamic Models with a Continuum of Moment Conditions

JOURNAL ARTICLE published in SSRN Electronic Journal

Authors: Marine Carrasco | Mikhail Chernov | Jean-Pierre Florens | Eric Ghysels

GEL CRITERIA FOR MOMENT CONDITION MODELS

JOURNAL ARTICLE published December 2011 in Econometric Theory

Authors: Richard J. Smith

NONPARAMETRIC TESTS OF MOMENT CONDITION STABILITY

JOURNAL ARTICLE published February 2013 in Econometric Theory

Authors: Ted Juhl | Zhijie Xiao

The Continuum-GMM estimation

BOOK CHAPTER published 28 June 2019 in International Financial Markets

Authors: Rachidi Kotchoni | Marine Carrasco

Efficient estimation of general dynamic models with a continuum of moment conditions

JOURNAL ARTICLE published October 2007 in Journal of Econometrics

Authors: Marine Carrasco | Mikhail Chernov | Jean-Pierre Florens | Eric Ghysels

MIXING AND MOMENT PROPERTIES OF VARIOUS GARCH AND STOCHASTIC VOLATILITY MODELS

JOURNAL ARTICLE published February 2002 in Econometric Theory

Authors: Marine Carrasco | Xiaohong Chen

ARE UNOBSERVABLES SEPARABLE?

JOURNAL ARTICLE published 26 January 2024 in Econometric Theory

Authors: Andrii Babii | Jean-Pierre Florens

CORRIGENDA

JOURNAL ARTICLE published June 2000 in Econometric Theory

A NECESSARY MOMENT CONDITION FOR THE FRACTIONAL FUNCTIONAL CENTRAL LIMIT THEOREM

JOURNAL ARTICLE published June 2012 in Econometric Theory

Authors: Søren Johansen | Morten Ørregaard Nielsen

PROBLEMS AND SOLUTIONS

JOURNAL ARTICLE published December 2000 in Econometric Theory

PROBLEMS AND SOLUTIONS

JOURNAL ARTICLE published October 2000 in Econometric Theory

PROBLEMS AND SOLUTIONS

JOURNAL ARTICLE published February 2000 in Econometric Theory

ET INTERVIEW: JEAN-PIERRE FLORENS

JOURNAL ARTICLE published June 2020 in Econometric Theory

Authors: Andrii Babii | Eric Ghysels

PROBLEMS AND SOLUTIONS

JOURNAL ARTICLE published August 2000 in Econometric Theory

PROBLEMS AND SOLUTIONS

JOURNAL ARTICLE published June 2000 in Econometric Theory

PROBLEMS AND SOLUTIONS

JOURNAL ARTICLE published April 2000 in Econometric Theory