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subject:"Monte-Carlo-Simulation"
~person:"Baker, Michael"
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Monte-Carlo-Simulation
Duration analysis
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Estimation theory
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Baker, Michael
Schorfheide, Frank
17
Herbst, Edward P.
12
Lechner, Michael
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Dufour, Jean-Marie
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Hortaçsu, Ali
10
Huber, Martin
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Koopman, Siem Jan
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Kitagawa, Toru
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Pesaran, M. Hashem
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ECONIS (ZBW)
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Duration dependence and nonparametric heterogeneity : a Monte Carlo study
Baker, Michael
;
Melino, Angelo
- In:
Journal of econometrics
96
(
2000
)
2
,
pp. 357-393
Persistent link: https://www.econbiz.de/10001468781
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2
Duration dependence and nonparametric heterogeneity : a Monte Carlo study
Baker, Michael
(
contributor
);
Melino, Angelo
(
contributor
)
-
1999
Persistent link: https://www.econbiz.de/10001425246
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