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Estimation and Inference in Nonlinear Structural Models

In: Annals of Economic and Social Measurement, Volume 3, number 4

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Cited by:

  1. Melina Dritsaki & Chaido Dritsaki, 2020. "Forecasting European Union CO2 Emissions Using Autoregressive Integrated Moving Average-autoregressive Conditional Heteroscedasticity Models," International Journal of Energy Economics and Policy, Econjournals, vol. 10(4), pages 411-423.
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  6. Fedor Iskhakov & Jinhyuk Lee & John Rust & Bertel Schjerning & Kyoungwon Seo, 2015. "Constrained Optimization Approaches to Estimation of Structural Models: Comment," Discussion Papers 15-05, University of Copenhagen. Department of Economics.
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  10. Elgammal, Mohammed M. & Ahmed, Walid M.A. & Alshami, Abdullah, 2021. "Price and volatility spillovers between global equity, gold, and energy markets prior to and during the COVID-19 pandemic," Resources Policy, Elsevier, vol. 74(C).
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  42. Arago, V. & Corredor, P. & Santamaria, R., 2003. "Transaction costs, arbitrage, and volatility spillover: a note," International Review of Economics & Finance, Elsevier, vol. 12(3), pages 399-415.
  43. Swait, Joffre, 2023. "Distribution-free estimation of individual parameter logit (IPL) models using combined evolutionary and optimization algorithms," Journal of choice modelling, Elsevier, vol. 47(C).
  44. Chuang, Wen-I & Lee, Bong-Soo, 2006. "An empirical evaluation of the overconfidence hypothesis," Journal of Banking & Finance, Elsevier, vol. 30(9), pages 2489-2515, September.
  45. Spierdijk, L. & Nijman, T.E. & van Soest, A.H.O., 2002. "Modeling Comovements in Trading Intensities to Distinguish Sector and Stock Specific News," Discussion Paper 2002-69, Tilburg University, Center for Economic Research.
  46. Jongen, R. & Muller, A. & Verschoor, W.F.C., 2012. "Using survey data to resolve the exchange risk exposure puzzle: Evidence from U.S. multinational firms," Journal of International Money and Finance, Elsevier, vol. 31(2), pages 148-169.
  47. Giorgio Canarella & WenShwo Fang & Stephen M. Miller & Stephen K. Pollard, 2008. "Is the Great Moderation Ending? UK and US Evidence," Working Papers 0801, University of Nevada, Las Vegas , Department of Economics.
  48. Atallah, Gamal, 1998. "Les impôts sur le revenu et l’offre de travail des femmes mariées : une revue de la littérature," L'Actualité Economique, Société Canadienne de Science Economique, vol. 74(1), pages 95-128, mars.
  49. Sha Yang & Mantian (Mandy) Hu & Russell S. Winer & Henry Assael & Xiaohong Chen, 2012. "An Empirical Study of Word-of-Mouth Generation and Consumption," Marketing Science, INFORMS, vol. 31(6), pages 952-963, November.
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