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Estimation of stochastic volatility models with diagnostics

, , and . Journal of Econometrics, 81 (1): 159--192 (November 1997)

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Nonlinear statistical models. Wiley series in probability and mathematical statistics Wiley, New York u.a., (1987)Three-stage least-squares estimation for a system of simultaneous, nonlinear, implicit equations. Journal of Econometrics, 5 (1): 71--88 (January 1977)Cross-validated SNP density estimates, and . Journal of Econometrics, 110 (1): 27--65 (September 2002)There exists a neural network that does not make avoidable mistakes., and . ICNN, page 657-664. IEEE, (1988)A unified theory of estimation and inference for nonlinear dynamic models, and . Blackwell, Oxford u.a., 1. publ edition, (1988)On the asymptotic normality of Fourier flexible form estimates, and . Journal of Econometrics, 50 (3): 329--353 (December 1991)Estimating substitution elasticities with the Fourier cost function : Some Monte Carlo results, and . Journal of Econometrics, 28 (2): 205--222 (May 1985)Unbiased determination of production technologies. Journal of Econometrics, 20 (2): 285--323 (November 1982)Seemingly unrelated nonlinear regressions. Journal of Econometrics, 3 (1): 35--50 (February 1975)A single-blind controlled competition among tests for nonlinearity and chaos, , , , , and . Journal of Econometrics, 82 (1): 157--192 (1997)