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Higher-order kernel semiparametric m-estimation of long memory
Robinson, Peter M.; Henry, Marc - 2002
Persistent link: https://www.econbiz.de/10001712428
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An investigation of tests for linearity and the accuacy of likelihood based inference using random fields
Dahl, Christian M. - In: The econometrics journal 5 (2002) 2, pp. 263-284
Persistent link: https://www.econbiz.de/10001713291
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Multinomial probit estimation without nuisance parameters
Breslaw, Jon A. - In: The econometrics journal 5 (2002) 2, pp. 417-434
Persistent link: https://www.econbiz.de/10001713312
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Panel index VAR models: specification, estimation, testing and leading indicators
Canova, Fabio (contributor); Ciccarelli, Matteo (contributor) - 2002 - [Elektronische Ressource], 1. ed
Persistent link: https://www.econbiz.de/10001713856
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Model evaluation using stochastic simulations : the case of the econometric model 'KOSMOS'
Gajda, Jan B. (contributor);  … - 1998 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001713918
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Var for nonlinear financial instruments : linear approximation or full Monte Carlo?
Ammann, Manuel; Reich, Christian - In: Financial markets and portfolio management 15 (2001) 3, pp. 363-378
Persistent link: https://www.econbiz.de/10001715584
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Using simulated annealing to compute the trembles of trembling hand perfection
Macdonald, Stuart - 2002
Persistent link: https://www.econbiz.de/10001715794
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Estimation of hyperbolic diffusion using MCMC method
Tse, Yiu Kuen; Zhang, X. B.; Yu, Jun - 2002
Persistent link: https://www.econbiz.de/10001715835
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Analyzing I(2) systems by transformed vector autoregressions
Kongsted, Hans Christian (contributor);  … - 2002
Persistent link: https://www.econbiz.de/10001716142
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Testing misspecified non-nested factor demand systems : some Monte Carlo results
Manera, Matteo - In: Empirical economics : a journal of the Institute for … 27 (2002) 4, pp. 657-686
Persistent link: https://www.econbiz.de/10001717337