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Asymptotics for recurrent diffusions with application to high frequency regression
Kim, Jihyun; Park, Joon Y. - In: Journal of econometrics 196 (2017) 1, pp. 37-54
Persistent link: https://www.econbiz.de/10011743485
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Nonparametric estimation of jump diffusion models
Park, Joon Y.; Wang, Bin - In: Journal of econometrics 222 (2021) 1,3, pp. 688-715
Persistent link: https://www.econbiz.de/10012619778
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Consistent inference in fixed-effects stochastic frontier models
Belotti, Federico; Ilardi, Giuseppe - In: Journal of econometrics 202 (2018) 2, pp. 161-177
Persistent link: https://www.econbiz.de/10011974559
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Testing for prospect and Markowitz stochastic dominance efficiency
Arvanitis, Stelios; Topaloglou, Nikolas - In: Journal of econometrics 198 (2017) 2, pp. 253-270
Persistent link: https://www.econbiz.de/10011818790
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General purpose technologies : "Engines of growth"?
Bresnahan, Timothy F. - In: Journal of econometrics 65 (1995) 1, pp. 83-108
Persistent link: https://www.econbiz.de/10001173101
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Bias in estimating multivariate and univariate diffusions
Wang, Xiaohu; Phillips, Peter C. B.; Yu, Jun - In: Journal of econometrics 161 (2011) 2, pp. 228-245
Persistent link: https://www.econbiz.de/10009242147
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An asymptotic analysis of likelihood-based diffusion model selection using high frequency data
Choi, Hwan-sik; Jeong, Minsoo; Park, Joon Y. - In: Journal of econometrics 178 (2014) 1, pp. 539-557
Persistent link: https://www.econbiz.de/10010256867
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The delta expansion for the transition density of diffusion models
Lee, Yoon Dong; Song, Seongjoo; Lee, Eun-kyung - In: Journal of econometrics 178 (2014) 1, pp. 694-705
Persistent link: https://www.econbiz.de/10010257356
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Estimation of semiparametric locally stationary diffusion models
Koo, Bonsoo; Linton, Oliver - In: Journal of econometrics 170 (2012) 1, pp. 210-233
Persistent link: https://www.econbiz.de/10009673108
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Maximum likelihood estimation of partially observed diffusion models
Kleppe, Tore Selland; Yu, Jun; Skaug, Hans J. - In: Journal of econometrics 180 (2014) 1, pp. 73-80
Persistent link: https://www.econbiz.de/10010379484