Narrow search
Showing 1 - 4 of 4
Cover Image
On moment conditions for quasi-maximum likelihood estimation of multivariate arch models
Avarucci, Marco; Beutner, Eric; Zaffaroni, Paolo - In: Econometric theory 29 (2013) 3, pp. 545-566
Persistent link: https://www.econbiz.de/10009778514
Cover Image
A justification of conditional confidence intervals
Beutner, Eric; Heinemann, Alexander; Smeekes, Stephan - 2017
Persistent link: https://www.econbiz.de/10011732594
Cover Image
A residual bootstrap for conditional Value-at-Risk
Beutner, Eric; Heinemann, Alexander; Smeekes, Stephan - In: Journal of econometrics 238 (2024) 2, pp. 1-16
Persistent link: https://www.econbiz.de/10015073889
Cover Image
GLS estimation and confidence sets for the date of a single break in models with trends
Beutner, Eric; Lin, Yicong; Smeekes, Stephan - In: Econometric reviews 42 (2023) 2, pp. 195-219
Persistent link: https://www.econbiz.de/10014305491