Autocontours : dynamic specification testing
Year of publication: |
2011
|
---|---|
Authors: | González-Rivera, Gloria ; Senyuz, Zeynep ; Yoldas, Emre |
Published in: |
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association. - Alexandria, Va. : American Statistical Association, ISSN 0735-0015, ZDB-ID 876122-X. - Vol. 29.2011, 1, p. 186-200
|
Subject: | Zeitreihenanalyse | Time series analysis | Schätztheorie | Estimation theory |
-
Approximating risk premium on a parametric arbitrage-free term structure model
Almeida, Caio, (2014)
-
Lee, Mei-Yu, (2014)
-
Testing of binary regime switching models using squeeze duration analysis
Das, Milan Kumar, (2019)
- More ...
-
Autocontours: Dynamic Specification Testing
González-Rivera, Gloria, (2011)
-
Autocontours: Dynamic Specification Testing
González-Rivera, Gloria, (2011)
-
Autocontours: Dynamic Specification Testing
González-Rivera, Gloria, (2011)
- More ...