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Conditionally independent private information in OCS wildcat auctions
Li, Tong; Perrigne, Isabelle; Vuong, Quang H. - In: Journal of econometrics 98 (2000) 1, pp. 129-161
Persistent link: https://www.econbiz.de/10001497686
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Econometric specification of the risk neutral valuation model
Clément, Emmanuelle; Gouriéroux, Christian; Monfort, Alain - In: Journal of econometrics 94 (2000) 1/2, pp. 117-143
Persistent link: https://www.econbiz.de/10001437749
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Asymmetries and nonlinearities in dynamic economic models
Burgess, Simon M. (contributor) - 1996
Persistent link: https://www.econbiz.de/10000596724
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Properties of optimal forecasts under asymmetric loss and nonlinearity
Patton, Andrew J.; Timmermann, Allan - In: Journal of econometrics 140 (2007) 2, pp. 884-918
Persistent link: https://www.econbiz.de/10003570041
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A family of autoregressive conditional duration models
Fernandes, Marcelo; Grammig, Joachim - In: Journal of econometrics 130 (2006) 1, pp. 1-23
Persistent link: https://www.econbiz.de/10003228621
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Mixture of distribution hypothesis : analyzing daily liquidity frictions and information flows
Darolles, Serge; LeFol, Gaëlle; Mero, Gulten - In: Journal of econometrics 201 (2017) 2, pp. 367-383
Persistent link: https://www.econbiz.de/10011920520
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The wisdom of the crowd and prediction markets
Dai, Min; Jia, Yanwei; Kou, Steven - In: Journal of econometrics 222 (2021) 1,2, pp. 561-578
Persistent link: https://www.econbiz.de/10012619744
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Variance disparity and market frictions
Park, Yang-Ho - In: Journal of econometrics 214 (2020) 2, pp. 326-348
Persistent link: https://www.econbiz.de/10012438393
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Quantile analysis of "hazard-rate" game models
Enache, Andreea; Florens, Jean-Pierre - In: Journal of econometrics 238 (2024) 2, pp. 1-11
Persistent link: https://www.econbiz.de/10015073903
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The econometrics of auctions with asymmetric anonymous bidders
Lamy, Laurent - In: Journal of econometrics 167 (2012) 1, pp. 113-132
Persistent link: https://www.econbiz.de/10009551432