The method of simulated quantiles

Mathematical Methods of Statistics.

R. C. Geary, H. Leslie Cramer · The Economic Journal · 1947 · 6K citations

Mathematical Economics, Economics, Theoretical Econometrics +13

Modelling the Coherence in Short-Run Nominal Exchange Rates: A Multivariate Generalized Arch Model

Tim Bollerslev · The Review of Economics and Statistics · 1990 · 3.5K citations

Volatility Modeling, Macroeconomic Forecasting, Exchange Rate +16

Quasi-maximum likelihood estimation and inference in dynamic models with time-varying covariances

Tim Bollerslev, Jeffrey M. Wooldridge · Econometric Reviews · 1992 · 3.3K citations

Parameter Identification, Parameter Estimation, Engineering +14

Fractionally integrated generalized autoregressive conditional heteroskedasticity

Richard T. Baillie, Tim Bollerslev, Hans Ole Mikkelsen · Journal of Econometrics · 1996 · 2.3K citations

Volatility Modeling, Asset Pricing, Business +5

A Method of Simulated Moments for Estimation of Discrete Response Models Without Numerical Integration

Daniel McFadden · Econometrica · 1989 · 1.7K citations

Simulation Methodology, Parameter Estimation, Engineering +15