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From characteristic function to distribution function : a simple framework for the theory
Shephard, Neil G. - In: Econometric theory 7 (1991) 4, pp. 519-529
Persistent link: https://www.econbiz.de/10001117734
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Distribution of the ML estimator of an MA(1) and a local level model
Shephard, Neil G. - In: Econometric theory 9 (1993) 3, pp. 377-401
Persistent link: https://www.econbiz.de/10001151128
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Bayesian inference based only on simulated likelihood : particle filter analysis of dynamic economic models
Flury, Thomas; Shephard, Neil G. - In: Econometric theory 27 (2011) 5, pp. 933-956
Persistent link: https://www.econbiz.de/10009379765
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Limit theorems for bipower variation in financial econometrics
Barndorff-Nielsen, Ole E.; Graversen, Svend Erik; … - In: Econometric theory 22 (2006) 4, pp. 677-719
Persistent link: https://www.econbiz.de/10003351877
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Markov chain Monte Carlo simulation methods in econometrics
Chib, Siddhartha - In: Econometric theory 12 (1996) 3, pp. 409-431
Persistent link: https://www.econbiz.de/10001207536
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Nonparametric bayes analysis of the sharp and fuzzy regression discontinuity designs
Chib, Siddhartha; Greenberg, Edward; Simoni, Anna - In: Econometric theory 39 (2023) 3, pp. 481-533
Persistent link: https://www.econbiz.de/10014306648
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BAYESIAN CONSISTENCY FOR STATIONARY MODELS
Lijoi, Antonio; Prünster, Igor; Walker, Stephen G.; … - In: Econometric theory 23 (2007) 4, pp. 749-760
Persistent link: https://www.econbiz.de/10007732414
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Markov Chain Monte Carlo Simulation Methods in Econometrics
Chib, Siddhartha; Greenberg, Edward - In: Econometric theory 12 (1996) 3, pp. 409-431
Persistent link: https://www.econbiz.de/10007003680
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LIMIT THEOREMS FOR BIPOWER VARIATION IN FINANCIAL ECONOMETRICS
Barndorff-Nielsen, Ole E.; Graversen, Svend Erik; … - In: Econometric theory 22 (2006) 4, pp. 677-720
Persistent link: https://www.econbiz.de/10007268465
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Distribution of the ML Estimator of an MA(1) and a Local Level Model
Shephard, Neil - In: Econometric theory 9 (1993) 3, pp. 377-401
Persistent link: https://www.econbiz.de/10007019293