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ECONIS (ZBW)
196
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1
Asymptotic properties of the Bernstein density copula for dependent data
Bouezmarni, Taoufik
;
Rombouts, Jeroen V. K.
;
Taamouti, …
-
2008
Persistent link: https://www.econbiz.de/10003813959
Saved in:
2
Approximate level method
Richtárik, Peter
-
2008
Persistent link: https://www.econbiz.de/10003817440
Saved in:
3
Testing weak exogeneity in the exponential family : an application to financial point processes
Dolado, Juan J.
;
Rodríguez Poo, Juan Manuel
;
Veredas, David
-
2004
Persistent link: https://www.econbiz.de/10002347565
Saved in:
4
Consistent HAC estimation and robust regression testing using sharp origin kernels with no truncation
Phillips, Peter C. B.
;
Sun, Yixiao
;
Jin, Sainan
-
2003
Persistent link: https://www.econbiz.de/10001753309
Saved in:
5
Estimation of the long-run average relationship in nonstationary panel time series
Sun, Yixiao
-
2003
Persistent link: https://www.econbiz.de/10001753311
Saved in:
6
Semiparametric multivariate GARCH models
Hafner, Christian M.
;
Rombouts, Jeroen V. K.
-
2003
Persistent link: https://www.econbiz.de/10001790716
Saved in:
7
The moments of Log-ACD models
Bauwens, Luc
;
Galli, Fausto
;
Giot, Pierre
-
2003
Persistent link: https://www.econbiz.de/10001790741
Saved in:
8
Smooth minimization of non-smooth functions
Nesterov, Jurij Evgenʹevič
-
2003
Persistent link: https://www.econbiz.de/10001790744
Saved in:
9
On more robust estimation of skewness and kurtosis : simulation and application to the S&P500 index
Kim, Tae-hwan
;
White, Halbert
-
2003
Persistent link: https://www.econbiz.de/10002118385
Saved in:
10
Estimation of temporally aggregated multivariate GARCH models
Hafner, Christian M.
;
Rombouts, Jeroen V. K.
-
2003
Persistent link: https://www.econbiz.de/10001876196
Saved in:
11
Methods to estimate dynamic stochastic general equilibrium models
Ruge-Murcia, Francisco Javier
-
2002
Persistent link: https://www.econbiz.de/10001738065
Saved in:
12
Adaptive local polynomial whittle estimation of long-range dependence
Andrews, Donald W. K.
;
Sun, Yixiao
-
2002
Persistent link: https://www.econbiz.de/10001711721
Saved in:
13
Asymptotic properties of some projection-based Robbins-Monro procedures in a Hilbert space
Chen, Xiaohong
;
White, Halbert
-
2002
Persistent link: https://www.econbiz.de/10001659348
Saved in:
14
A new class of multivariate skew densities, with application to GARCH models
Bauwens, Luc
;
Laurent, Sébastien
-
2002
Persistent link: https://www.econbiz.de/10001672395
Saved in:
15
Estimation, inference, and specification testing for possibly misspecified quantile regression
Kim, Tae-hwan
;
White, Halbert
-
2002
Persistent link: https://www.econbiz.de/10001683571
Saved in:
16
Consistent estimation for aggregated GARCH processes
Komunjer, Ivana
-
2001
Persistent link: https://www.econbiz.de/10001591103
Saved in:
17
Estimation of copula models for time series of possibly different lenghts
Patton, Andrew J.
-
2001
Persistent link: https://www.econbiz.de/10001637762
Saved in:
18
Theoretical and empirical properties of dynamic conditional correlation multivariate GARCH
Engle, Robert F.
;
Sheppard, Kevin
-
2001
Persistent link: https://www.econbiz.de/10001618448
Saved in:
19
Non redundancy of high order moment conditions for efficient GMM estimation of weak ar processes
Broze, Laurence
;
Francq, Christian
;
Zakoïan, Jean-Michel
-
2000
Persistent link: https://www.econbiz.de/10001514932
Saved in:
20
Confidence level solutions for stochastic programming
Nesterov, Jurij Evgenʹevič
;
Vial, Jean-Philippe
-
2000
Persistent link: https://www.econbiz.de/10001470149
Saved in:
21
Bartlett identities tests
Chesher, Andrew
(
contributor
)
-
1999
Persistent link: https://www.econbiz.de/10001408390
Saved in:
22
Confidence intervals for autoregressive coefficients near one
Elliott, Graham
;
Stock, James H.
-
2000
Persistent link: https://www.econbiz.de/10001521879
Saved in:
23
Robust covariance matrix estimation with data-dependent VAR prewhitening order
Den Haan, Wouter J.
;
Levin, Andrew T.
-
2000
Persistent link: https://www.econbiz.de/10001500668
Saved in:
24
A subsampling approach to estimating the distribution of diverging statistics with applications to assessing financial market risks
Bertail, Patrice
(
contributor
)
-
2000
Persistent link: https://www.econbiz.de/10001464105
Saved in:
25
James-Stein type estimators in large samples with application to the least absolute deviations estimator
Kim, Tae-hwan
;
White, Halbert
-
2000
Persistent link: https://www.econbiz.de/10001495720
Saved in:
26
James-Stein type estimators in large samples with application to the least absolute deviation estimator
Kim, Tae-Hwan
;
White, Halbert
-
1999
Persistent link: https://www.econbiz.de/10001366190
Saved in:
27
M-testing using finite and infinite dimensional parameter estimators
White, Halbert
;
Hong, Yongmiao
-
1999
-
Rev
Persistent link: https://www.econbiz.de/10001367005
Saved in:
28
A parametric approach to flexible nonlinear inference
Hamilton, James D.
-
1999
Persistent link: https://www.econbiz.de/10001368232
Saved in:
29
Occasional structural breaks and long memory
Granger, C. W. J.
;
Hyung, Namwon
-
1999
Persistent link: https://www.econbiz.de/10001395178
Saved in:
30
Estimating restricted cointegrating vectors
Elliott, Graham
-
1999
Persistent link: https://www.econbiz.de/10001441331
Saved in:
31
Stochastic permanent breaks
Engle, Robert F.
;
Smith, Aaron D.
-
1998
Persistent link: https://www.econbiz.de/10000983276
Saved in:
32
Trades and quotes : a bivariate point process
Engle, Robert F.
;
Lunde, Asger
-
1998
Persistent link: https://www.econbiz.de/10000983784
Saved in:
33
Dangers of data-driven inference : the case of calendar effects in stock returns
Sullivan, Ryan
;
Timmermann, Allan
;
White, Halbert
-
1998
Persistent link: https://www.econbiz.de/10000988757
Saved in:
34
Moment-based estimation of latent class models of event counts
Deb, Partha
;
Xia, Ming
;
Trivedi, Pravin K.
-
1998
Persistent link: https://www.econbiz.de/10000988762
Saved in:
35
Econometric analysis of discrete-valued irregulary-spaced financial transactions data using a new autoregressive conditional multinominal model
Russell, Jeffrey R.
;
Engle, Robert F.
-
1998
Persistent link: https://www.econbiz.de/10000988764
Saved in:
36
Identification problems in a class of mixture models with an application to the LISREL model
Mouchart, Michel
-
1998
Persistent link: https://www.econbiz.de/10000989552
Saved in:
37
Testing for unit roots with prediction errors
Sánchez, Ismael
-
1998
Persistent link: https://www.econbiz.de/10000993941
Saved in:
38
Introduction to m-m processes
Granger, C. W. J.
;
Hyung, Namwon
-
1998
Persistent link: https://www.econbiz.de/10000993944
Saved in:
39
Asymmetric ACD models : introducing price information in ACD models with a two state transition model
Bauwens, Luc
-
1998
Persistent link: https://www.econbiz.de/10000994354
Saved in:
40
Global quadratic optimization via conic relaxation
Nesterov, Jurij Evgenʹevič
-
1998
Persistent link: https://www.econbiz.de/10001362347
Saved in:
41
A unified approach to likelihood inference on stochastic orderings in a non-parametric context
Dardanoni, Valentino
;
Forcina, Antonio
-
1997
Persistent link: https://www.econbiz.de/10000958489
Saved in:
42
A Gibbs sampling approach to cointegration
Bauwens, Luc
-
1997
Persistent link: https://www.econbiz.de/10000962645
Saved in:
43
Estimating returns to scale using nonparametric deterministic technologies : a new method based on goodness-of-fit
Kerstens, Kristiaan
-
1997
Persistent link: https://www.econbiz.de/10000962675
Saved in:
44
Quality of semidefinite relaxation for nonconvex quadratic optimization
Nesterov, Yurii
-
1997
Persistent link: https://www.econbiz.de/10000962960
Saved in:
45
On estimation of monotone and concave frontier functions
Gijbels, Irène
(
contributor
)
-
1997
Persistent link: https://www.econbiz.de/10000962982
Saved in:
46
Unobserved heterogeneity and equilibrium : an experimental study of Bayesian and adaptive learning in normal form games
Shachat, Jason M.
;
Walker, Mark
-
1997
Persistent link: https://www.econbiz.de/10000979051
Saved in:
47
The logarithmic ACD model : an application to market microstructure and NASDAQ
Bauwens, Luc
;
Giot, Pierre
-
1997
Persistent link: https://www.econbiz.de/10000980123
Saved in:
48
Semidefinite relaxation and nonconvex quadratic optimization
Nesterov, Yurii
-
1997
Persistent link: https://www.econbiz.de/10000971100
Saved in:
49
Discrete time option pricing with flexible volatility estimation
Härdle, Wolfgang
-
1997
Persistent link: https://www.econbiz.de/10000971105
Saved in:
50
Homogenous analytic center cutting plane methods for convex problems and variational inequalities
Nesterov, Yurii
-
1997
Persistent link: https://www.econbiz.de/10000972923
Saved in:
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