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Improved GMM estimation of the spatial autoregressive error model
Arnold, Matthias; Wied, Dominik - In: Economics letters 108 (2010) 1, pp. 65-69
Persistent link: https://www.econbiz.de/10008422808
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Improved GMM estimation of the spatial autoregressive error model
Arnold, Matthias; Wied, Dominik - In: Economics letters 108 (2010) 1, pp. 65-68
Persistent link: https://www.econbiz.de/10008662247
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A simple and focused backtest of value at risk
Krämer, Walter; Wied, Dominik - In: Economics letters 137 (2015), pp. 29-31
Persistent link: https://www.econbiz.de/10011436196