Semiparametric Duration Models
| Year of publication: |
2001
|
|---|---|
| Authors: | Drost, Feike C. ; Werker, Bas J.M. |
| Institutions: | Tilburg University, Center for Economic Research |
| Subject: | adaptiveness | durations | one-step improvement | semiparametric efficiency |
| Extent: | application/pdf |
|---|---|
| Series: | |
| Type of publication: | Book / Working Paper |
| Notes: | The text is part of a series CentER Discussion Paper Number 2001-11 |
| Classification: | C14 - Semiparametric and Nonparametric Methods ; C41 - Duration Analysis |
| Source: |
Persistent link: https://www.econbiz.de/10011090856