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The dynamic invariant multinomial probit model: Identification, pretesting and estimation
Liesenfeld, Roman; Richard, Jean-François - In: Journal of econometrics 155 (2010) 2, pp. 117-128
Persistent link: https://www.econbiz.de/10008391951
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The dynamic invariant multinomial probit model : identification, pretesting and estimation
Liesenfeld, Roman; Richard, Jean-François - In: Journal of econometrics 155 (2010) 2, pp. 117-127
Persistent link: https://www.econbiz.de/10003966966
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Efficient estimation of probit models with correlated errors
Liesenfeld, Roman; Richard, Jean-François - In: Journal of econometrics 156 (2010) 2, pp. 367-376
Persistent link: https://www.econbiz.de/10008648807
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A note on the information matrix of the multivariate normal distribution
Richard, Jean-François - In: Journal of econometrics 3 (1975), pp. 57-60
Persistent link: https://www.econbiz.de/10002682410
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A generalized bivariate mixture model for stock price volatility and trading volume
Liesenfeld, Roman - In: Journal of econometrics 104 (2001) 1, pp. 141-178
Persistent link: https://www.econbiz.de/10001589531
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Efficient high-dimensional importance sampling
Richard, Jean-François; Zhang, Wei-Bin - In: Journal of econometrics 141 (2007) 2, pp. 1385-1411
Persistent link: https://www.econbiz.de/10003571472
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A generalized bivariate mixture model for stock price volatility and trading volume
Liesenfeld, Roman - In: Journal of econometrics 104 (2001) 1, pp. 141-178
Persistent link: https://www.econbiz.de/10006774038
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The conditional autoregressive Wishart model for multivariate stock market volatility
Golosnoy, Vasyl; Gribisch, Bastian; Liesenfeld, Roman - In: Journal of econometrics 167 (2012) 1, pp. 211-224
Persistent link: https://www.econbiz.de/10009825302
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The conditional autoregressive Wishart model for multivariate stock market volatility
Golosnoy, Vasyl; Gribisch, Bastian; Liesenfeld, Roman - In: Journal of econometrics 167 (2012) 1, pp. 211-223
Persistent link: https://www.econbiz.de/10009551424