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Likelihood-based estimation in a panel setting: Robustness, redundancy and validity of copulas
Prokhorov, Artem
;
Schmidt, Peter
- In:
Journal of econometrics
153
(
2009
)
1
,
pp. 93
Persistent link: https://www.econbiz.de/10008311722
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2
On relative efficiency of quasi-MLE and GMM estimators of covariance structure models
Prokhorov, Artem
- In:
Economics letters
102
(
2009
)
1
,
pp. 4-6
Persistent link: https://www.econbiz.de/10008170369
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3
GMM redundancy results for general missing data problems
Prokhorov, Artem
;
Schmidt, Peter
- In:
Journal of econometrics
151
(
2009
)
1
,
pp. 47-55
Persistent link: https://www.econbiz.de/10008257298
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4
Second order bias of quasi-MLE for covariance structure models
Prokhorov, Artem
- In:
Economics letters
114
(
2012
)
2
,
pp. 195-198
Persistent link: https://www.econbiz.de/10009818251
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5
Likelihood-based estimation in a panel setting: Robustness, redundancy and validity of copulas
Prokhorov, Artem
;
Schmidt, Peter
- In:
Journal of econometrics
153
(
2009
)
1
,
pp. 93-105
Persistent link: https://www.econbiz.de/10008883205
Saved in:
6
GMM redundancy results for general missing data problems
Prokhorov, Artem
;
Schmidt, Peter
- In:
Journal of econometrics
151
(
2009
)
1
,
pp. 47-56
Persistent link: https://www.econbiz.de/10008889746
Saved in:
7
On relative efficiency of quasi-MLE and GMM estimators of covariance structure models
Prokhorov, Artem
- In:
Economics letters
102
(
2009
)
1
,
pp. 4-7
Persistent link: https://www.econbiz.de/10008890367
Saved in:
8
Efficiency of continuous double auctions under individual evolutionary learning with full or limited information
Anufriev, Mikhail
;
Arifovic, Jasmina
;
Ledyard, John
; …
- In:
Journal of evolutionary economics : JEE
23
(
2013
)
3
,
pp. 539-573
Persistent link: https://www.econbiz.de/10010151921
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9
E&F Chaos: A User Friendly Software Package for Nonlinear Economic Dynamics
Diks, Cees
;
Hommes, Cars
;
Panchenko, Valentyn
;
Weide, Roy
- In:
Computational economics
32
(
2008
)
1
,
pp. 221
Persistent link: https://www.econbiz.de/10008076736
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10
A new statistic and practical guidelines for nonparametric Granger causality testing
Diks, Cees
;
Panchenko, Valentyn
- In:
Journal of economic dynamics & control
30
(
2006
)
9
,
pp. 1647-1670
Persistent link: https://www.econbiz.de/10007287977
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