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Semiparametric estimation of regression models for panel data
Horowitz, Joel - In: The review of economic studies 63 (1996) 1, pp. 145-168
Persistent link: https://www.econbiz.de/10001191721
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Semiparametric inference in dynamic binary choice models
Norets, A.; Tang, Xun - In: The review of economic studies 81 (2014) 3, pp. 1229-1262
Persistent link: https://www.econbiz.de/10010485916
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Statistical algorithms for models in state space using SsfPack 2.2
Koopman, Siem Jan; Shephard, Neil G.; Doornik, Jurgen A. - 1998
Persistent link: https://www.econbiz.de/10000167948
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Adaptive estimation in time-series models
Drost, Feike C.; Klaassen, Chris A.; Werker, Bas J. M. - 1994
Persistent link: https://www.econbiz.de/10000900412
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Sensitivity analysis and optimization of system dynamics model : regression analysis and statistical design of experiments
Kleijnen, Jack P. C. - 1995
Persistent link: https://www.econbiz.de/10000904873
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Testing nested and non-nested periodically integrated autoregressive models
Franses, Philip Hans; McAleer, Michael - 1995
Persistent link: https://www.econbiz.de/10000907435
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Inference robustness in multivariate models with a scale parameter
Fernández, Carmen; Osiewalski, Jacek; Steel, Mark F. J. - 1995
Persistent link: https://www.econbiz.de/10000907457
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Polynomial time algorithms for estimation of rare events in queueing models
Kriman, Vladimir; Rubinstein, Reuven Y. - 1995
Persistent link: https://www.econbiz.de/10000912238
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Closing the GARCH gap : continuous time GARCH modeling
Drost, Feike C.; Werker, Bas J. M. - 1994
Persistent link: https://www.econbiz.de/10000879810