Erratum [Convergence Rates of SNP Density Estimators]
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- Fenton, Victor M. & Gallant, A. Ronald, 1996.
"Qualitative and asymptotic performance of SNP density estimators,"
Journal of Econometrics,
Elsevier, vol. 74(1), pages 77-118, September.
- Victor Fenton & Gallant, A. Ronald, 1996. "Qualitative and Asymptotic Performance of SNP Density Estimators," Working Papers 96-17, Duke University, Department of Economics.
- Gallant, A. Ronald & Hsieh, David & Tauchen, George, 1997.
"Estimation of stochastic volatility models with diagnostics,"
Journal of Econometrics,
Elsevier, vol. 81(1), pages 159-192, November.
- Gallant, A. Ronald & Hsieh, David & Tauchen, George, 1995. "Estimation of Stochastic Volatility Models with Diagnostics," Working Papers 95-36, Duke University, Department of Economics.
- repec:wyi:journl:002117 is not listed on IDEAS
- Dias, Ronaldo & Garcia, Nancy L., 2007. "Consistent estimator for basis selection based on a proxy of the Kullback-Leibler distance," Journal of Econometrics, Elsevier, vol. 141(1), pages 167-178, November.
- Mauleon, Ignacio, 2003. "Financial densities in emerging markets: an application of the multivariate ES density," Emerging Markets Review, Elsevier, vol. 4(2), pages 197-223, June.
- Coppejans, Mark, 2004. "On Kolmogorov's representation of functions of several variables by functions of one variable," Journal of Econometrics, Elsevier, vol. 123(1), pages 1-31, November.
- Pieter J. Van Der Sluis, 1998.
"Computationally attractive stability tests for the efficient method of moments,"
Royal Economic Society, vol. 1(Conferenc), pages 203-227.
- Pieter J. van der Sluis, 1997. "Computationally Attractive Stability Tests for the Efficient Method of Moments," Tinbergen Institute Discussion Papers 97-087/4, Tinbergen Institute.
- repec:wyi:journl:002142 is not listed on IDEAS
- Neha Gupta, 2015. "Government Intervention in Grain Markets in India: Rethinking the Procurement Policy," Working Papers id:7810, eSocialSciences.
- Liesenfeld, Roman & Breitung, Jörg, 1998.
"Simulation based methods of moments in empirical finance,"
SFB 373 Discussion Papers
1998,59, Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes.
- Liesenfeld, Roman & Breitung, Jörg, 1998. "Simulation based methods of moments in empirical finance," Tübinger Diskussionsbeiträge 136, University of Tübingen, School of Business and Economics.
- Ignacio Mauleon, 2006. "Modelling multivariate moments in European Stock Markets," The European Journal of Finance, Taylor & Francis Journals, vol. 12(3), pages 241-263.
- Andersen, Torben G. & Chung, Hyung-Jin & Sorensen, Bent E., 1999. "Efficient method of moments estimation of a stochastic volatility model: A Monte Carlo study," Journal of Econometrics, Elsevier, vol. 91(1), pages 61-87, July.
- Brendstrup, Bjarne & Paarsch, Harry J., 2006. "Identification and estimation in sequential, asymmetric, English auctions," Journal of Econometrics, Elsevier, vol. 134(1), pages 69-94, September.
- Antic, J. & Laffont, C.M. & Chafaï, D. & Concordet, D., 2009. "Comparison of nonparametric methods in nonlinear mixed effects models," Computational Statistics & Data Analysis, Elsevier, vol. 53(3), pages 642-656, January.
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