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Size and power of the likelihood ratio test for seasonal conitegration in small samples : a Monte Carlo study
Löf, Mårten - In: On seasonality and cointegration, (pp. 71-90). 2001
Persistent link: https://www.econbiz.de/10001597306
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A Bayesian analysis of dual trader informativeness in futures markets
Chakravarty, Sugato (contributor); Li, Kai (contributor) - 2001 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001598534
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Small sample properties of panel time-series estimators with I(1) errors
Coakley, Jerry; Fuertes, Anna-Maria; Smith, Ron - 2001
Persistent link: https://www.econbiz.de/10001599049
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Semiparametric analysis of stationary fractional cointegration and the implied-realized volatility relation in high-frequency options data
Christensen, Bent Jesper (contributor);  … - 2001 - [Elektronische Resource]
Persistent link: https://www.econbiz.de/10001599144
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Assessing the least squares Monte-Carlo approach to American option valuation
Stentoft, Lars (contributor) - 2001 - [Elektronische Resource]
Persistent link: https://www.econbiz.de/10001599148
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Semiparametric analysis of stationary fractional cointegration and the implied-realized volatility relation in high frequency
Christensen, Bent Jesper (contributor);  … - 2001 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001599613
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MCMC analysis of diffusion models with appliction to finance
Eraker, Bjørn - In: Journal of business & economic statistics : JBES ; a … 19 (2001) 2, pp. 177-191
Persistent link: https://www.econbiz.de/10001568816
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Sistemas de terminação em confinamento : perspectivas para dinamização da cadeia produtiva da carne bovina em Minas Gerais
Resende Filho, Moisés de Andrade; Braga, Marcelo José; … - In: Revista brasileira de economia : RBE ; revista da … 55 (2001) 1, pp. 107-131
Persistent link: https://www.econbiz.de/10001569696
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Computer automation of general-to-specific model selection procedures
Krolzig, Hans-Martin; Hendry, David F. - In: Journal of economic dynamics & control 25 (2001) 6/7, pp. 831-866
Persistent link: https://www.econbiz.de/10001571994
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The power of cointegration tests versus data frequency and time spans
Zhou, Su - In: Southern economic journal 67 (2001) 4, pp. 906-921
Persistent link: https://www.econbiz.de/10001577921