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Statistical theory / Econometrics / Time series analysis / Autoregressive conditional heteroskedasticity / Maximum likelihood / Estimator / Bias of an estimator / Bootstrapping / Cramér–Rao bound / Statistics / Estimation theory / Statistical inference


Bias Reduction under Dependence, in a Nonlinear and Dynamic Panel Setting: the Case of GARCH Panels Cavit Pakely Department of Economics & Oxford-Man Institute University of Oxford
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Document Date: 2012-02-03 04:56:22

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City

Lancaster / Oxford / /

Company

Cox / /

Country

United Kingdom / /

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Facility

University of Oxford / University of Groningen / Oxford-Man Institute / Oxford-Man Institute University of Oxford December / /

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possible solution / empirical applications / /

Organization

Oxford-Man Institute / Economics & Oxford-Man Institute University of Oxford / University of Groningen / University of Oxford / GARCH Panels Cavit Pakely Department of Economics / /

Person

Anders Rahbek / Stéphane Bonhomme / Enrique Sentana / Manuel Arellano / Michael Streat / Shin Kanaya / Bent Nielsen / Neil Shephard / Kevin Sheppard / Chamberlain / Andrew Patton / /

Position

major economic events / /

Technology

Simulation / /

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