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
natural rate of interest, Kalman filter, observability, demographics
natural rate of interest, Kalman fi lter, observability, demographics.
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demographics, Kalman filter, Natural rate of interest, observability
indirect inference, Kalman filter, sectoral employment, spectral maximum likelihood, Wiener-Kolmogorov filter
Indirect inference, Kalman filter, Sectoral employment, Spectral maximum likelihood, Wiener-Kolmogorov filter
Euro area, inflation convergence, spectral maximum likelihood, Wiener-Kolmogorov filter
euro area, inflation convergence, spectral maximum likelihood, Wiener-Kolmogorov filter
Financial forecasting, Misspecification, Moment tests, robustness, volatility
Durbin-Wu-Hausman Tests, Partial Adaptivity, Semiparametric Estimators, Singular Covariance Matrices
consistency, efficiency, Misspecification
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File name: ECTJ.pdf
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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