JSM Activity #159

The views expressed here are those of the individual authors
and not necessarily those of the ASA or its board, officers, or staff.

Back to main JSM 2002 Program page


Activity ID:  159
Title
JBES Invited Session
Date / Time / Room Sponsor Type
08/13/2002
8:30 AM - 10:20 AM
Room: H-Beekman Parlor 		Business & Economics Statistics Section*, JBES, Section on Statistical Computing* Invited
Organizer: Alastair Hall, North Carolina State University; Eric Ghysels, University of North Carolina
Chair: Alastair Hall, North Carolina State University
Discussant:  
Floor Discussion 10:05 AM
Description

This paper proposes a general inference methodology for a class of econometric models in which the structural relationships define the set of observed endogenous variables as a known function of unobserved state variables and unknown parameters. The methodology is illustrated via applications in finance.
  300357  By:  Eric   Renault 8:35 AM 08/13/2002
Iterative and Recursive Estimation in Structural Non-adaptive Models

JSM 2002

For information, contact meetings@amstat.org or phone (703) 684-1221.

If you have questions about the Continuing Education program, please contact the Education Department.

Revised March 2002