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Stochastic estimation of firm technology, inefficiency, and productivity growth using shadow cost and distance functions
Atkinson, Scott Estes; Primont, Daniel A. - In: Journal of econometrics 108 (2002) 2, pp. 203-225
Persistent link: https://www.econbiz.de/10001657607
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Stochastic volatility duration models
Ghysels, Eric; Gouriéroux, Christian; Jasiak, Joann - In: Journal of econometrics 119 (2004) 2, pp. 413-433
Persistent link: https://www.econbiz.de/10001956379
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Uniform laws of large numbers and stochastic Lipschitz-continuity
Jong, Robert M. de - In: Journal of econometrics 86 (1998) 2, pp. 243-268
Persistent link: https://www.econbiz.de/10001243490
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High-frequency jump tests : which test should we use?
Maneesoonthorn, Worapree; Martin, Gael M.; Forbes, … - In: Journal of econometrics 219 (2020) 2, pp. 478-487
Persistent link: https://www.econbiz.de/10012483405
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Bayesian estimation of dynamic asset pricing models with informative observations
Fulop, Andras; Li, Junye - In: Journal of econometrics 209 (2019) 1, pp. 114-138
Persistent link: https://www.econbiz.de/10012302530
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Indirect inference and calibration of dynamic stochastic general equilibrium models
Dridi, Ramdan; Guay, Alain; Renault, Eric - In: Journal of econometrics 136 (2007) 2, pp. 397-430
Persistent link: https://www.econbiz.de/10003412637
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Twisted probabilities, uncertainty, and prices
Hansen, Lars Peter; Szőke, Bálint; Han, Lloyd S.; … - In: Journal of econometrics 216 (2020) 1, pp. 151-174
Persistent link: https://www.econbiz.de/10012439662
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Monte Carlo methods for estimating, smoothing, and filtering one- and two-factor stochastic volatility models
Durham, Garland B. - In: Journal of econometrics 133 (2006) 1, pp. 273-305
Persistent link: https://www.econbiz.de/10003354577
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Higher-order improvements of the parametric bootstrap for long-memory Gaussian processes
Andrews, Donald W. K.; Lieberman, Offer; Marmer, Vadim - In: Journal of econometrics 133 (2006) 2, pp. 673-702
Persistent link: https://www.econbiz.de/10003359623
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Nonparametric estimation for a class of Lévy processes
Chen, Song Xi; Delaigle, Aurore; Hall, Peter - In: Journal of econometrics 157 (2010) 2, pp. 257-271
Persistent link: https://www.econbiz.de/10008663024