1101 East 58th Street
Chicago, IL 60637
United States
University of Chicago
SSRN RANKINGS
in Total Papers Citations
Copula, Tail dependence, Nonlinear Markov models, Geometric ergodicity, Sieve MLE, Semiparametric efficiency, Sieve likelihood ratio statistics, Value-at-Risk
GARCH, IGARCH, Change-point Analysis, Concentration Inequalities, Uniform Test
Local Linear Quasi-Maximum Likelihood Estimation, Multivariate Causal Process, Simultaneous Confidence Interval
asymptotic expansion, Bahadur representation, causal process, central limit theorem, kernel estimation, long-range dependence, quantile estimation, short-range dependence, value-at-risk
cluster analysis, network VAR, latent groups, local linear estimator, time-varying coefficients