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Estimation of the marginal density of a continuous time stochastic process by wavelets and an application to diffusion processes
Leblanc, Frédérique - 1994
Persistent link: https://www.econbiz.de/10000901244
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Estimating a nonlinear rational expectations model with unobservable state variables
Deaton, Angus; Laroque, Guy - 1994
Persistent link: https://www.econbiz.de/10000902185
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Forecast intervals in Arch exponential smoothing
Broze, Laurence; Mélard, Guy; Scaillet, Olivier - 1994
Persistent link: https://www.econbiz.de/10000902195
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Testing for continuous-time models of the short-term interest rate
Broze, Laurence; Scaillet, Olivier; Zakoïan, Jean-Michel - 1994 - Rev
Persistent link: https://www.econbiz.de/10000902196
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A note on the confidence properties of reference priors for the calibration model
Philippe, Anne; Robert, Christian P. - 1994
Persistent link: https://www.econbiz.de/10000908208
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Tests of rank
Robin, Jean-Marc; Smith, Richard J. - 1994
Persistent link: https://www.econbiz.de/10000908209
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Sums of k-record values and the exponent of regular variation
Berred, Alexandre M. - 1995
Persistent link: https://www.econbiz.de/10000908212
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Estimation de processus de diffusion par méthodes simulées
Clément, Emmanuelle - 1995
Persistent link: https://www.econbiz.de/10000908655
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Une bibliotheque de macro-commandes pour l'économetrie des variables qualitatives et de comptage
Crépon, Bruno; Duguet, Emmanuel - 1995
Persistent link: https://www.econbiz.de/10000908664
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A la recherche des moments perdus : covariance models for unbalanced panels with endogenous death
Abowd, John M. (contributor) - 1995
Persistent link: https://www.econbiz.de/10000908853