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Spectral tests of the martingale hypothesis under conditional heteroscedasticity
Deo, Rohit S. - In: Journal of econometrics 99 (2000) 2, pp. 291-315
Persistent link: https://www.econbiz.de/10001511972
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Estimating the density of unemployment duration based on contaminated samples or small samples
Ryu, Hang-keun; Slottje, Daniel Jonathan - In: Journal of econometrics 95 (2000) 1, pp. 131-156
Persistent link: https://www.econbiz.de/10001432558
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Ordering univariate distributions by entropy and variance
Ebrahimi, Nader; Maasoumi, Esfandiar; Soofi, Ehsan S. - In: Journal of econometrics 90 (1999) 2, pp. 317-336
Persistent link: https://www.econbiz.de/10001382139
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Forecasting multifractal volatility
Calvet, Laurent E.; Fisher, Adlai - In: Journal of econometrics 105 (2001) 1, pp. 27-58
Persistent link: https://www.econbiz.de/10001617142
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Gaussian inference on certain long-range dependent volatility models
Zaffaroni, Paolo; d'Italia, Banca - In: Journal of econometrics 115 (2003) 2, pp. 199-258
Persistent link: https://www.econbiz.de/10001768297
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Calculation of maximum entropy densities with application to income distribution
Wu, Ximing - In: Journal of econometrics 115 (2003) 2, pp. 347-354
Persistent link: https://www.econbiz.de/10001768327
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Estimation of risk-neutral densities using positive convolution approximation
Bondarenko, Oleg - In: Journal of econometrics 116 (2003) 1/2, pp. 85-112
Persistent link: https://www.econbiz.de/10001772142
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Subsampling the distribution of diverging statistics with applications to finance
Bertail, Patrice; Häfke, Christian; Politis, Dimitris N.; … - In: Journal of econometrics 120 (2004) 2, pp. 295-326
Persistent link: https://www.econbiz.de/10002028637
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Bootstrap specification tests for diffusion processes
Corradi, Valentina; Swanson, Norman R. - In: Journal of econometrics 124 (2005) 1, pp. 117-148
Persistent link: https://www.econbiz.de/10002439423
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Testing normality : a GMM approach
Bontemps, Christian; Meddahi, Nour - In: Journal of econometrics 124 (2005) 1, pp. 149-186
Persistent link: https://www.econbiz.de/10002439479