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Equilibrium interest rate models for the Indian Government security market

Chaudhuri, Sunrita; Pandey, Alok - In: International Journal of Financial Markets and … 10 (2024) 1, pp. 70-86

Persistent link: https://www.econbiz.de/10015064463

On existence of moment of mean reversion estimator in linear diffusion models

Bao, Yong; Ullah, Aman; Zinde-Walsh, Victoria - In: Economics letters 120 (2013) 2, pp. 146-148

Persistent link: https://www.econbiz.de/10010127806

Heteroskedasticity of unknown form in spatial autoregressive models with a moving average disturbance term

Doğan, Osman - In: Econometrics : open access journal 3 (2015) 1, pp. 101-127

In this study, I investigate the necessary condition for the consistency of the maximum likelihood estimator (MLE) of … spatial models with a spatial moving average process in the disturbance term. I show that the MLE of spatial autoregressive … estimation. I also show that the MLE of parameters of exogenous variables is inconsistent and determine its asymptotic bias. I …

Persistent link: https://www.econbiz.de/10011290741

Estimating the change point of binary porfiles in phase II

Sharafi, Alireza; Aminnayeri, Majid; Amiri, Amirhossein - In: International journal of productivity and quality … 14 (2014) 3, pp. 336-351

Persistent link: https://www.econbiz.de/10010488442

Modelling tail behavior of returns using the generalized extreme value distribution

Makhwiting, Monnye Rhoda; Sigauke, Caston; Lesaoana, Maseka - In: Economics, management and financial markets 9 (2014) 1, pp. 41-52

Persistent link: https://www.econbiz.de/10011543664

IV, GMM or likelihood approach to estimate dynamic panel models when either N or T or both are large

Hsiao, Cheng; Zhang, Junwei - In: Journal of econometrics 187 (2015) 1, pp. 312-322

Persistent link: https://www.econbiz.de/10011499447

Estimating the parameters of software reliability growth models using hybrid DEO-ANN algorithm

Lohmor, Shailee; Sagar, B. B. - In: International journal of enterprise network management 8 (2017) 3, pp. 247-269

Persistent link: https://www.econbiz.de/10011862503

Testing impact measures in spatial autoregressive models

Arbia, Giuseppe; Bera, Anil K.; Doğan, Osman; … - In: International regional science review : IRSR ; an … 43 (2020) 1/2, pp. 40-75

Persistent link: https://www.econbiz.de/10012183877

Wrong skewness and finite sample correction in the normal-half normal stochastic frontier model

Cai, Jun; Feng, Qu; Horrace, William C.; Wu, Guiying - In: Empirical economics : a quarterly journal of the … 60 (2021) 6, pp. 2837-2866

Persistent link: https://www.econbiz.de/10012585717

Robust LM tests for spatial dynamic panel data models

Bera, Anil K.; Doğan, Osman; Taṣpınar, Süleyman; … - In: Regional science & urban economics 76 (2019), pp. 47-66

Persistent link: https://www.econbiz.de/10012267310