Quasi-indirect inference for diffusion processes
Year of publication: |
1998
|
---|---|
Authors: | Broze, Laurence |
Other Persons: | Scaillet, Olivier (contributor) ; Zakoïan, Jean-Michel (contributor) |
Published in: |
Econometric theory. - Cambridge : Cambridge Univ. Press, ISSN 0266-4666, ZDB-ID 901661-2. - Vol. 14.1998, 2, p. 161-186
|
Subject: | Zeitreihenanalyse | Time series analysis | Schätztheorie | Estimation theory | Theorie | Theory |
-
Frequency domain principal components estimation of fractionally cointegrated processes
Morana, Claudio, (2004)
-
Testing the adequacy of smooth transition autoregressive models
Eitrheim, Øyvind, (1993)
-
Fractionally integrated models with ARCH errors
Hauser, Michael A., (1994)
- More ...
-
Testing for continuous-time models of the short-term interest rate
Broze, Laurence, (1993)
-
Testing for continuous-time models of the short-term interest rate
Broze, Laurence, (1995)
-
Testing for continuous-time models of the short-term interest rate
Broze, Laurence, (1994)
- More ...