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Journal of Applied Econometrics
Volumn 11, Issue 5, 1996, Pages 539-560
Estimating time series models using the relevant cost function
Author keywords

[No Author keywords available]
Indexed keywords

EID: 21444433626     PISSN: 08837252     EISSN: None     Source Type: Journal    
DOI: 10.1002/(sici)1099-1255(199609)11:5<539::aid-jae412>3.3.co;2-9     Document Type: Article
Times cited : (60)
References (10)
  • 1
    • 0001407813 scopus 로고
    • On the estimation of production frontiers: Maximum likelihood estimation of the parameters of a discontinuous density function
    • Aigner, D. J., T. Amemiya and D. J. Poirier (1976), 'On the estimation of production frontiers: maximum likelihood estimation of the parameters of a discontinuous density function', International Economics Review, 2, 377-396.
    • (1976) International Economics Review , vol.2 , pp. 377-396
    • Aigner, D.J.1    Amemiya, T.2    Poirier, D.J.3
  • 2
    • 0000501656 scopus 로고
    • Information theory and an extension of the maximum likelihood principle
    • B. N. Petrov and F. Csaki (eds) Akademiai Kiado, Budapest
    • Akaike, H. (1973), 'Information theory and an extension of the maximum likelihood principle,' in B. N. Petrov and F. Csaki (eds) Second International Symposium on Information Theory, Akademiai Kiado, Budapest, 267-281.
    • (1973) Second International Symposium on Information Theory , pp. 267-281
    • Akaike, H.1
  • 3
    • 42449156579 scopus 로고
    • Generalized autoregressive conditional heteroskedasticity
    • Bollerslev, T. (1986), 'Generalized autoregressive conditional heteroskedasticity', Journal of Econometrics, 31, 307-328.
    • (1986) Journal of Econometrics , vol.31 , pp. 307-328
    • Bollerslev, T.1
  • 4
    • 84974291820 scopus 로고
    • Predictors in dynamic nonlinear models: Large sample behavior
    • Brown, B. W. and R. S. Mariano (1989), 'Predictors in dynamic nonlinear models: large sample behavior', Econometric Theory, 5, 430-452.
    • (1989) Econometric Theory , vol.5 , pp. 430-452
    • Brown, B.W.1    Mariano, R.S.2
  • 5
    • 43549117863 scopus 로고
    • No news is good news: An asymmetric model of changing volatility in stock returns
    • Campbell, J. Y. and L. Hentschel (1992), 'No news is good news: an asymmetric model of changing volatility in stock returns', Journal of Financial Economics, 31, 281-318.
    • (1992) Journal of Financial Economics , vol.31 , pp. 281-318
    • Campbell, J.Y.1    Hentschel, L.2
  • 6
    • 24944538459 scopus 로고
    • Optimal prediction under asymmetric loss
    • Department of Economics, University of Pennsylvania
    • Christoffersen, P. F. and F. X. Diebold (1995a), 'Optimal prediction under asymmetric loss', Discussion Paper, Department of Economics, University of Pennsylvania.
    • (1995) Discussion Paper
    • Christoffersen, P.F.1    Diebold, F.X.2
  • 7
    • 24944538459 scopus 로고
    • Further results on forecasting and model Selection under asymmetric loss
    • Department of Economics, University of Pennsylvania
    • Christoffersen, P. F. and F. X. Diebold (1995b), 'Further results on forecasting and model Selection under asymmetric loss', Discussion Paper, Department of Economics, University of Pennsylvania.
    • (1995) Discussion Paper
    • Christoffersen, P.F.1    Diebold, F.X.2
  • 8
    • 43949160158 scopus 로고
    • Stochastic volatility in asset prices: Estimation with simulated maximum likelihood
    • Danielsson, J. (1994), 'Stochastic volatility in asset prices: estimation with simulated maximum likelihood', Journal of Econometrics, 64, 375-400.
    • (1994) Journal of Econometrics , vol.64 , pp. 375-400
    • Danielsson, J.1
  • 9
    • 0001206741 scopus 로고
    • Estimating time series models using the relevant forecast evaluation criterion
    • Weiss, A. A. and A. P. Andersen (1984), 'Estimating time series models using the relevant forecast evaluation criterion', Journal of the Royal Statistical Society, A 147, 484-487.
    • (1984) Journal of the Royal Statistical Society, A , vol.147 , pp. 484-487
    • Weiss, A.A.1    Andersen, A.P.2
  • 10
    • 2742512959 scopus 로고
    • Asymptotic inference about predictive ability
    • Department of Economics, University of Madison-Wisconsin
    • West, K. D. (1995), 'Asymptotic inference about predictive ability', Working Paper, Department of Economics, University of Madison-Wisconsin.
    • (1995) Working Paper
    • West, K.D.1

* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.