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Simulation Based Inference in Moving Average Models
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Simulation Based Inference in Moving Average Models (1995)Simulation Based Inference in Moving Aver…ON ESTIMATING AN ARMA MODEL WITH AN MA UNIT ROOT (1998)ON ESTIMATING AN ARMA MODEL W…Estimating nonlinear time-series models using simulated vector autoregressions (1993)Estimating nonlinear time-ser…Simulation estimation of time-series models (1991)Simulation estimation of time…Simulated Moments Estimation of Markov Models of Asset Prices (1990)Simulated Moments Estimation …Estimation of Multi-Market Fix-Price Models: An Application of Pseudo Maximum Likelihood Methods (1989)Estimation of Multi-Market Fi…Maximum Likelihood Methods for Models of Markets in Disequilibrium (1974)Patents as Options: Some Estimates of the Value of Holding European Patent Stocks (1984)A Method of Simulated Moments for Estimation of Discrete Response Models Without Numerical Integration (1989)Comparative estimates of a macroeconomic disequilibrium model: France, Germany, the U.K. and the U.S.A. (1989)Wage and price adjustment in a multimarket disequilibrium model (1991)Formulating and estimating dynamic linear rational expectations models (1980)Time to Build and Aggregate Fluctuations (1982)Solution and Maximum Likelihood Estimation of Dynamic Nonlinear Rational Expectations Models (1983)The Equity Premium and the Risk Free Rate: Matching the Moments (1991)Multifractality in Asset Returns: Theory and Evidence (2002)Structural stochastic volatility in asset pricing dynamics: Estimation and model contest (2012)Testing for a Moving Average Unit Root (1990)A Consistent Test for a Unit Root (1994)Modified Stationarity Tests With Data-Dependent Model-Selection Rules (1999)TESTING STATIONARITY WITH UNOBSERVED-COMPONENTS MODELS (2016)Investment, Capacity Utilization and the Real Business Cycle (1986)The Great Crash, the Oil Price Shock, and the Unit Root Hypothesis (1989)Non-Gaussian Ornstein–Uhlenbeck-based Models and Some of Their Uses in Financial Economics (2001)On the Nature of Capital Adjustment Costs (2006)EXPLOSIVE BEHAVIOR IN THE 1990s NASDAQ: WHEN DID EXUBERANCE ESCALATE ASSET VALUES?* (2009)Intertemporal Substitution in Consumption (1981)Simulation and the Asymptotics of Optimization Estimators (1989)Stochastic volatility in asset prices estimation with simulated maximum likelihood (1994)An Empirical Investigation of Asset Pricing with Temporally Dependent Preference Specifications (1995)
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References

  • 1993Estimating nonlinear time-series models using simulated vector autoregressions686 cited
  • 1990Simulated Moments Estimation of Markov Models of Asset Prices617 cited
  • 1991Simulation estimation of time-series models395 cited
  • 1989Estimation of Multi-Market Fix-Price Models: An Application of Pseudo Maximum Likelihood Methods72 cited
  • 1998ON ESTIMATING AN ARMA MODEL WITH AN MA UNIT ROOT13 cited

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