Tail behavior of ACD models and consequences for likelihood-based estimation
-
Estimating and simulating Weibull models of risk or price durations : an application to ACD models
Allen, David E., (2013)
-
Testing and modelling time series with time varying tails
Palumbo, Dario, (2021)
-
Distribution regression in duration analysis : an application to unemployment spells
Delgado, Miguel A., (2022)
- More ...
-
Bootstrap Sequential Determination of the Co-Integration Rank in VAR Models
Cavaliere, Giuseppe, (2010)
-
Bootstrap Determination of the Co-Integration Rank in Heteroskedastic VAR Models
Cavaliere, Giuseppe, (2012)
-
Cavaliere, Giuseppe, (2018)
- More ...