THE CASE AGAINST JIVE
Year of publication: |
2006-09
|
---|---|
Authors: | Davidson, Russell ; MacKinnon, James |
Institutions: | Department of Economics, McGill University |
Extent: | application/pdf |
---|---|
Series: | |
Type of publication: | Book / Working Paper |
Notes: | 21 pages |
Classification: | C10 - Econometric and Statistical Methods: General. General ; C15 - Statistical Simulation Methods; Monte Carlo Methods ; C20 - Econometric Methods: Single Equation Models. General |
Source: |
-
Calibration of Credit Spread Scenarios for Monte Carlo Simulations
Dubrana, Ludovic, (2012)
-
Breakthrough Technology to Resolve Problems in Annuities Hedging
Izmailov, Alexander, (2016)
-
Partial Derivative Approach for Option Pricing in a Simple Stochastic Volatility Model
Montero, Miquel, (2003)
- More ...
-
MOMENTS OF IV AND JIVE ESTIMATORS
Davidson, Russell, (2006)
-
BOOTSTRAP INFERENCE IN A LINEAR EQUATION ESTIMATED BY INSTRUMENTAL VARIABLES
Davidson, Russell, (2006)
-
ASYMPTOTIC AND BOOTSTRAP INFERENCE FOR INEQUALITY AND POVERTY MEASURES
Davidson, Russell, (2006)
- More ...