Narrow search
Showing 1 - 6 of 6
Cover Image
[Rezension] Campbell, John Y., ..., The econometrics of financial markets : Princeton Univ. Press, 1997
Andersen, Torben - In: Econometric theory 14 (1998) 5, pp. 671-685
Persistent link: https://www.econbiz.de/10001381153
Cover Image
Optimal versus robust inference in nearly integrated non-Gaussian models
Thompson, Samuel B. - In: Econometric theory 20 (2004) 1, pp. 23-55
Persistent link: https://www.econbiz.de/10001904742
Cover Image
Robust tests of the unit root hypothesis should not be "modified"
Thompson, Samuel B. - In: Econometric theory 20 (2004) 2, pp. 360-381
Persistent link: https://www.econbiz.de/10001988191
Cover Image
ROBUST TESTS OF THE UNIT ROOT HYPOTHESIS SHOULD NOT BE "MODIFIED"
Thompson, Samuel B. - In: Econometric theory 20 (2004) 2, pp. 360-381
Persistent link: https://www.econbiz.de/10006965145
Cover Image
OPTIMAL VERSUS ROBUST INFERENCE IN NEARLY INTEGRATED NON-GAUSSIAN MODELS
Thompson, Samuel B. - In: Econometric theory 20 (2004) 1, pp. 23-55
Persistent link: https://www.econbiz.de/10006965157
Cover Image
BOOK REVIEW - The Econometrics of Financial Markets
Andersen, Torben G.; Campbell, John Y.; Lo, Andrew W.; … - In: Econometric theory 14 (1998) 5, pp. 671-686
Persistent link: https://www.econbiz.de/10006991442