Viale Morgagni, 59
Universita di Firenze - Dipartimento di Statistica
in Total Papers Citations
Skewness, Kurtosis, ARCH, Moment Tests
Volatility, Likelihood estimation, APT, Simultaneous equations, Vector autoregressions
Euro area, inflation convergence, spectral maximum likelihood, Wiener-Kolmogorov filter
This is a CEPR Discussion Paper. CEPR charges a fee of $5.00 for this paper.
File name: DP10461.
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euro area, inflation convergence, spectral maximum likelihood, Wiener-Kolmogorov filter
indirect inference, Kalman filter, sectoral employment, spectral maximum likelihood, Wiener-Kolmogorov filter
File name: DP10417.
Indirect inference, Kalman filter, Sectoral employment, Spectral maximum likelihood, Wiener-Kolmogorov filter
This is a Wiley-Blackwell Publishing paper. Wiley-Blackwell Publishing charges $38.00 .
File name: ECTJ.
Efficient Monte Carlo, Variance reduction techniques, Control variates, Indirect inference, Euler discretization, Short‐term interest rate, Stochastic differential equation
Bayesian inference, Dynamic heteroskedasticity, Factor models, Makov chain Monte Carlo, Simulated EM algorithm, Volatility
Kurtosis, Inequality Constraints, ARCH, Financial Returns.
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