Overparameterization in the seminonparametric density estimation
- 1 July 1998
- journal article
- research article
- Published by Elsevier in Economics Letters
- Vol. 60 (1) , 11-18
- https://doi.org/10.1016/s0165-1765(98)00077-9
Abstract
No abstract availableKeywords
All Related Versions
This publication has 17 references indexed in Scilit:
- Estimating continuous-time stochastic volatility models of the short-term interest rateJournal of Econometrics, 1997
- Estimating stochastic differential equations efficiently by minimum chi-squaredBiometrika, 1997
- Estimation of Stochastic Volatility Models with DiagnosticsSSRN Electronic Journal, 1995
- Nonparametric estimation of structural models for high-frequency currency market dataJournal of Econometrics, 1995
- Nonlinear Dynamic StructuresEconometrica, 1993
- Stock Prices and VolumeThe Review of Financial Studies, 1992
- Conditional Asymmetries in Real GNP: A Seminonparametric ApproachJournal of Business & Economic Statistics, 1992
- Using conditional moments of asset payoffs to infer the volatility of intertemporal marginal rates of substitutionJournal of Econometrics, 1990
- Seminonparametric Estimation of Conditionally Constrained Heterogeneous Processes: Asset Pricing ApplicationsEconometrica, 1989
- Semi-Nonparametric Maximum Likelihood EstimationEconometrica, 1987