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A nonparametric ACD model
Cosma, Antonio (contributor); Galli, Fausto (contributor) - 2006
Persistent link: https://www.econbiz.de/10003375845
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A nonparametric ACD model
Cosma, Antonio; Galli, Fausto - In: Financial mathematics, volatility and covariance modelling, (pp. 122-144). 2019
Persistent link: https://www.econbiz.de/10012249110
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Essays in the econometrics of dynamic duration models with application to tick by tick financial data
Galli, Fausto - 2009
Persistent link: https://www.econbiz.de/10003986565
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The moments of Log-ACD models
Bauwens, Luc; Galli, Fausto; Giot, Pierre - 2003
Persistent link: https://www.econbiz.de/10001790741
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Efficient importance sampling for ML estimation of SCD models
Bauwens, Luc (contributor); Galli, Fausto (contributor) - 2007
Persistent link: https://www.econbiz.de/10003526529
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Efficient importance sampling for ML estimation of SCD models
Bauwens, Luc (contributor); Galli, Fausto (contributor) - 2007
Persistent link: https://www.econbiz.de/10003538748
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Inference in conditional moment restriction models when there is selection due to stratification
Cosma, Antonio; Kostyrka, Andrei͏̈; Tripathi, Gautham - 2017
Persistent link: https://www.econbiz.de/10011853211
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Inference in conditional moment restriction models when there is selection due to stratification
Cosma, Antonio; Kostyrka, Andreï V.; Tripathi, Gautam - In: The econometrics of complex survey data : theory and …, (pp. 137-171). 2019
Persistent link: https://www.econbiz.de/10012104615
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Missing endogenous variables in conditional moment restriction models
Cosma, Antonio; Kostyrka, Andreï; Tripathi, Gautam - 2024
Persistent link: https://www.econbiz.de/10014472580