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Estimation of the stochastic conditional duration model via alternative methods
Knight, John L.; Ning, Cathy Q. - In: The econometrics journal 11 (2008) 3, pp. 593-616
Persistent link: https://www.econbiz.de/10003802430
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A new Markov regime-switching count time series approach for forecasting initial public offering volumes and detecting issue cycles
Wang, Xinyu; Ning, Cathy Q. - In: Journal of forecasting 41 (2022) 1, pp. 118-133
Persistent link: https://www.econbiz.de/10012796275
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Orthogonal regression models and the distribution of non-nested tests
Michelis, Leo - In: Journal of quantitative economics : official journal of … 12 (1996) 1, pp. 1-16
Persistent link: https://www.econbiz.de/10001220371
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Non-nested pretest tests
Michelis, Leo - 1995
Persistent link: https://www.econbiz.de/10000977285
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A note on the exact mean of the estimator of the nesting parameter in the artificial regression of the J-test
Michelis, Leo - In: Journal of quantitative economics : official journal of … 9 (1993) 1, pp. 177-181
Persistent link: https://www.econbiz.de/10001147591