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Efficient GMM and MD estimation of autoregressive models
Kim, Yangseon
;
Qian, Hailong
;
Schmidt, Peter
- In:
Economics letters
62
(
1999
)
3
,
pp. 265-270
Persistent link: https://www.econbiz.de/10001398680
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2
Partial GLS regression
Qian, Hailong
;
Schmidt, Peter
- In:
Economics letters
79
(
2003
)
3
,
pp. 385-392
Persistent link: https://www.econbiz.de/10001755298
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3
Second order bias of quasi-MLE for covariance structure models
Prokhorov, Artem
- In:
Economics letters
114
(
2012
)
2
,
pp. 195-197
Persistent link: https://www.econbiz.de/10009547279
Saved in:
4
On relative efficiency of quasi-MLE and GMM estimators of covariance structure models
Prokhorov, Artem
- In:
Economics letters
102
(
2009
)
1
,
pp. 4-6
Persistent link: https://www.econbiz.de/10003822115
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5
An algorithm for constructing high dimensional distributions from distributions of lower dimension
Anatolyev, Stanislav
;
Khabibullin, Renat
;
Prokhorov, Artem
- In:
Economics letters
123
(
2014
)
3
,
pp. 257-261
Persistent link: https://www.econbiz.de/10010400222
Saved in:
6
Heavy tails and copulas : limits of diversification revisited
Ibragimov, Rustam Ju.
;
Prokhorov, Artem
- In:
Economics letters
149
(
2016
),
pp. 102-107
Persistent link: https://www.econbiz.de/10011620157
Saved in:
7
Estimation of hierarchical Archimedean copulas as a shortest path problem
Matsypura, Dmytro
;
Neo, Emily
;
Prokhorov, Artem
- In:
Economics letters
149
(
2016
),
pp. 131-134
Persistent link: https://www.econbiz.de/10011620207
Saved in:
8
Efficient GMM and MD estimation of autoregressive models
Kim, Yangseon
;
Qian, Hailong
;
Schmidt, Peter
- In:
Economics letters
62
(
1999
)
3
,
pp. 265-270
Persistent link: https://www.econbiz.de/10006785973
Saved in:
9
Partial GLS regression
Qian, Hailong
;
Schmidt, Peter
- In:
Economics letters
79
(
2003
)
3
,
pp. 385-392
Persistent link: https://www.econbiz.de/10006762963
Saved in:
10
On relative efficiency of quasi-MLE and GMM estimators of covariance structure models
Prokhorov, Artem
- In:
Economics letters
102
(
2009
)
1
,
pp. 4-6
Persistent link: https://www.econbiz.de/10008170369
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