메뉴 건너뛰기




Volumn 8, Issue 1 S, 1993, Pages S85-S118

Indirect inference

Author keywords

[No Author keywords available]

Indexed keywords


EID: 84904755473     PISSN: 08837252     EISSN: 10991255     Source Type: Journal    
DOI: 10.1002/jae.3950080507     Document Type: Article
Times cited : (895)

References (37)
  • 5
    • 84986416105 scopus 로고
    • ‘Asset pricing with a factor ARCH covariance structure: empirical estimates for treasury bills’ UCSD DP, 89, 31
    • (1989)
    • Engle, R.1    Ng, V.2    Rothschild, M.3
  • 10
    • 84986354303 scopus 로고
    • ‘Simulation based inference: a survey with special reference to panel data models’, Journal of Econometrics.
    • (1993)
    • Gouriéroux, C.1    Monfort, A.2
  • 11
    • 84986407690 scopus 로고
    • ‘Testing, encompassing and simulating dynamic econometric models’, CREST‐Département de la Recherche INSEE, DP No. 9214.
    • (1992)
    • Gouriéroux, C.1    Monfort, A.2
  • 16
    • 0001342006 scopus 로고
    • A new approach to the economic analysis of nonstationary time series and the business cycle
    • (1989) Econometrica , vol.57 , pp. 357-384
    • Hamilton, J.1
  • 17
    • 84986358954 scopus 로고
    • ‘Back to the future: generating moment implications for continuous time Markov processes’, University of Chicago.
    • (1991)
    • Hansen, L.P.1    Scheinkman, J.2
  • 18
    • 0001025439 scopus 로고
    • A conditional probit model for qualitative choice: discrete decisions, recognizing interdependence and heterogeneous preferences
    • (1978) Econometrica , vol.46 , pp. 403-426
    • Hausman, J.1    Wise, D.2
  • 22
    • 84986358963 scopus 로고
    • ‘A heteroscedastic model of assets returns and risk premia with time varying volatility: an aplication to sixteen world stock markets’, Mimeo, LSE.
    • (1990)
    • King, M.1    Sentana, E.2    Wadhwani, S.3
  • 28
    • 0000883977 scopus 로고
    • A method of simulated moments for estimation of discrete response models without numerical integration
    • (1989) Econometrica , vol.57 , pp. 995-1026
    • McFadden, D.1
  • 31
    • 0000706085 scopus 로고
    • A simple positive definite heteroscedasticity and autocorrelation consistent covariance matrix
    • (1987) Econometrica , vol.55 , pp. 703-708
    • Newey, W.K.1    West, K.D.2
  • 33
    • 84986377928 scopus 로고
    • ‘A simulation approach to the problem of computing Cox's statistic for testing non nested models’, DP University of California at Los Angeles.
    • (1991)
    • Pesaran, H.1    Pesaran, B.2
  • 34
    • 0002073593 scopus 로고
    • On the asymptotic properties of estimators of models containing limited dependent variables
    • (1982) Econometrica , vol.50 , pp. 27-41
    • Robinson, P.1
  • 35
    • 84986419186 scopus 로고
    • ‘Estimating nonlinear time series models using simulated vector autoregressions’, Journal of Applied Econometrics, this issue.
    • (1993)
    • Smith, A.1


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.