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Renault, Eric
26
Patilea, Valentin
6
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5
Pastorello, Sergio
5
Lavergne, Pascal
4
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3
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2
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2
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2
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Journal of econometrics
14
Mathematical finance : an international journal of mathematics, statistics and financial theory
4
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
3
Econometric theory
2
The review of financial studies
2
Annales d'économie et de statistique
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Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
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ECONIS (ZBW)
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Rejoinder - Iterative and Recursive Estimation in Structural Nonadaptive Models
Pastorello, Sergio
;
Patilea, Valentin
;
Renault, Eric
- In:
Journal of business & economic statistics : JBES ; a …
21
(
2003
)
4
,
pp. 503-509
Persistent link: https://www.econbiz.de/10008215215
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2
Statistical Inference for Random-Variance Option Pricing
Pastorello, Sergio
;
Renault, Eric
;
Touzi, Nizar
- In:
Journal of business & economic statistics : JBES ; a …
18
(
2000
)
3
,
pp. 358-367
Persistent link: https://www.econbiz.de/10008217757
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3
Diffusion Coefficient Estimation and Asset Pricing When Risk Premia and Sensitivities Are Time Varying: A Comment
Pastorello, Sergio
- In:
Mathematical finance : an international journal of …
6
(
1996
)
1
,
pp. 111-118
Persistent link: https://www.econbiz.de/10008220555
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4
Smooth minimum distance estimation and testing with conditional estimating equations: Uniform in bandwidth theory
Lavergne, Pascal
;
Patilea, Valentin
- In:
Journal of econometrics
177
(
2013
)
1
,
pp. 47-59
Persistent link: https://www.econbiz.de/10010171391
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5
Breaking the curse of dimensionality in nonparametric testing
Lavergne, Pascal
;
Patilea, Valentin
- In:
Journal of econometrics
143
(
2008
)
1
,
pp. 103-122
Persistent link: https://www.econbiz.de/10007899828
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6
A Capture-Recapture Approach for Screening Using Two Diagnostic Tests With Availability of Disease Status for the Test Positives Only
Böhning, Dankmar
;
Patilea, Valentin
- In:
Journal of the American Statistical Association : JASA
103
(
2008
)
481
,
pp. 212-221
Persistent link: https://www.econbiz.de/10007987205
Saved in:
7
One for All and All for One: Regression Checks With Many Regressors
Lavergne, Pascal
;
Patilea, Valentin
- In:
Journal of business & economic statistics : JBES ; a …
30
(
2012
)
1
,
pp. 41-53
Persistent link: https://www.econbiz.de/10009840078
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8
Estimation of objective and risk-neutral distributions based on moments of integrated volatility
Garcia, René
;
Lewis, Marc-André
;
Pastorello, Sergio
; …
- In:
Journal of econometrics
160
(
2011
)
1
,
pp. 22-33
Persistent link: https://www.econbiz.de/10008770557
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9
Do credit default swaps predict currency values?
Miniaci, Raffaele
;
Pastorello, Sergio
- In:
Applied financial economics
20
(
2010
)
6
,
pp. 439-459
Persistent link: https://www.econbiz.de/10008390819
Saved in:
10
Breaking the curse of dimensionality in nonparametric testing
Lavergne, Pascal
;
Patilea, Valentin
- In:
Journal of econometrics
143
(
2008
)
1
,
pp. 103-123
Persistent link: https://www.econbiz.de/10008881147
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