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isPartOf:"Annales d'économie et de statistique"
subject:"Estimation theory"
~person:"Bauwens, Luc"
~person:"Garvin, Susan"
~person:"Gonçalves, Esmeralda"
~type_genre:"Aufsatz in Zeitschrift"
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Estimation theory
Schätztheorie
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1996
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Bid-ask spread
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Börsenkurs
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Estimation
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Geld-Brief-Spanne
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Market microstructure
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Marktmikrostruktur
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Microfoundations
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Mikrofundierung
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New York Stock Exchange
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Schätzung
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Bauwens, Luc
Garvin, Susan
Gonçalves, Esmeralda
Gouriéroux, Christian
5
Baltagi, Badi H.
4
Robert, Christian P.
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Annales d'économie et de statistique
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
2
Advances in econometrics
1
Bayesian methods applied to time series data
1
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
1
L'hétérogénéité en économétrie : numéro spécial
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Publications de l'Institut de Statistique de l'Université de Paris : analyse factorielle des correspondances continues
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ECONIS (ZBW)
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The logarithmic ACD model : an application to the bid-ask quote process of the NYSE stocks
Bauwens, Luc
;
Giot, Pierre
- In:
Annales d'économie et de statistique
(
2000
),
pp. 117-149
Persistent link: https://www.econbiz.de/10001543399
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2
The "pathology" of the natural conjugate prior density in the regression model
Bauwens, Luc
- In:
Annales d'économie et de statistique
(
1991
),
pp. 49-64
Persistent link: https://www.econbiz.de/10001117091
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3
Further Monte Carlo evidence on seemingly unrelated regressions with unequal number of observations
Baltagi, Badi H.
- In:
Annales d'économie et de statistique
(
1989
),
pp. 103-115
Persistent link: https://www.econbiz.de/10001076007
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4
Agrégation de processus autorégressifs d'ordre 1
Gonçalves, Esmeralda
- In:
Annales d'économie et de statistique
(
1988
),
pp. 127-149
Persistent link: https://www.econbiz.de/10001076723
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