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Simulated Method of Moments Estimation for Copula-Based Multivariate Models

✍ Scribed by Oh, Dong Hwan; Patton, Andrew J.

No coin nor oath required. For personal study only.

📜 SIMILAR VOLUMES

A semiparametric estimation of copula mo

✍ Brahim Brahimi; Abdelhakim Necir 📂 Article 📅 2012 🏛 Elsevier Science 🌐 English ⚖ 242 KB

A Method of Simulated Moments for Estima

✍ McFadden, Daniel 📂 Article 📅 1989 🏛 John Wiley and Sons 🌐 English ⚖ 671 KB

An Orthogonality-Based Estimation of Mom

✍ PING WU; LI XING ZHU 📂 Article 📅 2010 🏛 John Wiley and Sons 🌐 English ⚖ 510 KB

A Method of Moments Estimator for Random

✍ Han Chen; Alisa K. Manning; Josée Dupuis 📂 Article 📅 2012 🏛 John Wiley and Sons 🌐 English ⚖ 543 KB

Applying the method of simulated moments

✍ Reiner Franke 📂 Article 📅 2009 🏛 Elsevier Science 🌐 English ⚖ 224 KB

The Method of Simulated Scores for the E

✍ Hajivassiliou, Vassilis A.; McFadden, Daniel L. 📂 Article 📅 1998 🏛 John Wiley and Sons 🌐 English ⚖ 665 KB