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person:"Diebold, Francis X."
type_genre:"Graue Literatur"
~isPartOf:"Technical working paper / National Bureau of Economic Research"
~isPartOf:"Working papers / Penn Institute for Economic Research"
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Search: subject_exact:"Estimation theory"
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Estimation theory
5
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Währungsderivat
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efficient markets
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Diebold, Francis X.
Imbens, Guido
13
Angrist, Joshua D.
12
DiTraglia, Francis J.
5
García Jimeno, Camilo
5
Song, Kyungchul
5
Tang, Xun
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Herbst, Edward P.
2
Kapetanios, George
2
Kim, Kun Ho
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Kramarz, Francis
2
Leamer, Edward E.
2
Levin, Andrew T.
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Liao, Zhipeng
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Mykland, Per A.
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Norets, Andriy
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Technical working paper / National Bureau of Economic Research
Working papers / Penn Institute for Economic Research
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5
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3
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ECONIS (ZBW)
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A new test for market efficiency and uncovered interest parity
Baillie, Richard
;
Diebold, Francis X.
;
Kapetanios, George
; …
-
2022
-
This draft: November 3, 2022
Persistent link: https://www.econbiz.de/10013502181
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2
On robust inference in time series regression
Baillie, Richard
;
Diebold, Francis X.
;
Kapetanios, George
; …
-
2022
Persistent link: https://www.econbiz.de/10013384711
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3
Long memory and regime switching
Diebold, Francis X.
;
Inoue, Atsushi
-
2000
Persistent link: https://www.econbiz.de/10001534206
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4
Exact maximum likelihood estimation of observation-driven econometric models
Diebold, Francis X.
;
Schuermann, Til
-
1996
-
Rev. ed
Persistent link: https://www.econbiz.de/10000945190
Saved in:
5
Modeling volatility dynamics
Diebold, Francis X.
;
García López, José A.
-
1995
Persistent link: https://www.econbiz.de/10000920972
Saved in:
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