Chaussé, Pierre; Xu, Dinghai GMM estimation of a realized stochastic volatility model: a Monte Carlo study. (English) Zbl 1490.62313 Econom. Rev. 37, No. 7, 719-743 (2018). MSC: 62P05 × Cite Format Result Cite Review PDF Full Text: DOI
Guay, Alain; Lamarche, Jean-François Structural change tests for GEL criteria. (English) Zbl 1490.62442 Econom. Rev. 37, No. 9, 1000-1032 (2018). MSC: 62P20 62M10 62G05 62H15 62G20 × Cite Format Result Cite Review PDF Full Text: DOI Link
Lin, Eric S.; Chou, Ta-Sheng Finite-sample refinement of GMM approach to nonlinear models under heteroskedasticity of unknown form. (English) Zbl 1490.62168 Econom. Rev. 37, No. 1, 1-28 (2018). MSC: 62J02 62H12 62P20 × Cite Format Result Cite Review PDF Full Text: DOI
Li, Haiqi; Fan, Rui; Park, Sung Y. Generalized empirical likelihood specification test robust to local misspecification. (English) Zbl 1402.62203 Econ. Lett. 171, 149-153 (2018). MSC: 62M10 62G35 × Cite Format Result Cite Review PDF Full Text: DOI