Narrow search
Showing 1 - 8 of 8
Cover Image
Lag-augmented two- and three-stage least squares estimators for integrated structural dynamic models
Hsiao, Cheng; Wang, Siyan - In: The econometrics journal 10 (2007) 1, pp. 49-81
Persistent link: https://www.econbiz.de/10003451747
Cover Image
Two-stage estimation of limited dependent variable models with errors-in-variables
Wang, Liquin; Hsiao, Cheng - In: The econometrics journal 10 (2007) 2, pp. 426-438
Persistent link: https://www.econbiz.de/10003560015
Cover Image
Two-stage estimation of limited dependent variable models with errors-in-variables
Wang, Liqun; Hsiao, Cheng - In: The econometrics journal 10 (2007) 2, pp. 426-438
Persistent link: https://www.econbiz.de/10007743551
Cover Image
Lag-augmented two- and three-stage least squares estimators for integrated structural dynamic models
Hsiao, Cheng; Wang, Siyan - In: The econometrics journal 10 (2007) 1, pp. 49-81
Persistent link: https://www.econbiz.de/10007606132
Cover Image
Bayesian inference on GARCH models using the Gibbs sampler
Bauwens, Luc; Lubrano, Michel - In: The econometrics journal 1 (1998) 1, pp. 23-46
Persistent link: https://www.econbiz.de/10001443667
Cover Image
Theory and inference for a Markov switching GARCH model
Bauwens, Luc; Preminger, Arie; Rombouts, Jeroen V.K. - In: The econometrics journal 13 (2010) 2, pp. 218-245
Persistent link: https://www.econbiz.de/10008412174
Cover Image
Bayesian inference for the mixed conditional heteroskedasticity model
Bauwens, Luc; Rombouts, Jeroen V. K. - In: The econometrics journal 10 (2007) 2, pp. 408-425
Persistent link: https://www.econbiz.de/10003560012
Cover Image
Theory and inference for a Markov switching GARCH model
Bauwens, Luc; Preminger, Arie; Rombouts, Jeroen V. K. - In: The econometrics journal 13 (2010) 2, pp. 218-244
Persistent link: https://www.econbiz.de/10003978517