Working Papers List Result

Search Field: demos

Handle Title Author(s)
1804 Finite Sample Theory and Bias Correction of MLEs in the EGARCH Model (Technical Appendix II) Demos, A. and Kyriakopoulou, D.
1803 Finite Sample Theory and Bias Correction of MLEs in the EGARCH Model (Technical Appendix I) Demos, A. and Kyriakopoulou, D.
1802 Finite Sample Theory and Bias Correction of Maximum Likelihood Estimators in the EGARCH Model Demos, A. and Kyriakopoulou, D.
1411 A Class of Indirect Inference Estimators: Higher Order Asymptotics and Approximate Bias Correction (Revised) Arvanitis, S. and Demos, A.
1406 On the Validity of Edgeworth Expansions and Moment Approximations for Three Indirect Inference Estimators Arvanitis, S. and Demos, A.
1330 On the Validity of Edgeworth Expansions and Moment Approximations for Three Indirect Estimators (Extended Revised Appendix) Arvanitis, S. and Demos, A.
1230 On the Validity of Edgeworth Expansions and Moment Approximations for Three Indirect Estimators (Extended Revised Appendix) Arvanitis, S. and Demos, A.
1229 Valid Locally Uniform Edgeworth Expansions Under Weak Dependence and Sequences of Smooth Transformations Arvanitis, S. and Demos, A.
1228 Estimation and Properties of a Time-Varying EGARCH(1,1) in Mean Model Anyfantaki, S. and Demos, A.
1215 Stochastic Expansions and Moment Approximations for Three Indirect Estimators Revised (Extended Appendix) Arvanitis, S. and Demos, A.
1108 Bias Correction of ML and QML Estimators in the EGARCH(1,1) Model Demos, A. and Kyriakopoulou, D.
1023 A New Class of Indirect Estimators and Bias Correction Arvanitis, S. and Demos, A.
1004 Stochastic Expansions and Moment Approximations for Three Indirect Estimators Arvanitis, S. and Demos, A.
1003 Edgeworth and Moment Approximations: The Case of MM and QML Estimators for the MA(1) Models Demos, A. and Kyriakopoulou, D.

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