Narrow search
Showing 1 - 9 of 9
Cover Image
Density approximations for multivariate affine jump-diffusion processes
Filipović, Damir; Mayerhofer, Eberhard; Schneider, Paul - In: Journal of econometrics 176 (2013) 2, pp. 93-111
Persistent link: https://www.econbiz.de/10009786528
Cover Image
Robust inference with GMM estimators
Ronchetti, Elvezio; Trojani, Fabio - In: Journal of econometrics 101 (2001) 1, pp. 37-69
Persistent link: https://www.econbiz.de/10001545114
Cover Image
Robust efficient method of moments
Ortelli, Claudio; Trojani, Fabio - In: Journal of econometrics 128 (2005) 1, pp. 69-97
Persistent link: https://www.econbiz.de/10003002292
Cover Image
Robust subsampling
Camponovo, Lorenzo; Scaillet, Olivier; Trojani, Fabio - In: Journal of econometrics 167 (2012) 1, pp. 197-210
Persistent link: https://www.econbiz.de/10009551425
Cover Image
Robust GMM tests for structural breaks
Gagliardini, Patrick; Trojani, Fabio; Urga, Giovanni - In: Journal of econometrics 129 (2005) 1/2, pp. 139-182
Persistent link: https://www.econbiz.de/10003172760
Cover Image
Density approximations for multivariate affine jump-diffusion processes
Filipović, Damir; Mayerhofer, Eberhard; Schneider, Paul - In: Journal of econometrics 176 (2013) 2, pp. 93-111
Persistent link: https://www.econbiz.de/10010152649
Cover Image
Robust GMM tests for structural breaks
Gagliardini, Patrick; Trojani, Fabio; Urga, Giovanni - In: Journal of econometrics 129 (2005) 1, pp. 139-182
Persistent link: https://www.econbiz.de/10006750358
Cover Image
Robust efficient method of moments
Ortelli, Claudio; Trojani, Fabio - In: Journal of econometrics 128 (2005) 1, pp. 69-98
Persistent link: https://www.econbiz.de/10006751476
Cover Image
Robust subsampling
Camponovo, Lorenzo; Scaillet, Olivier; Trojani, Fabio - In: Journal of econometrics 167 (2012) 1, pp. 197-211
Persistent link: https://www.econbiz.de/10009825301