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isPartOf:"The review of economic studies"
subject:"Risk"
~isPartOf:"Discussion paper"
~person:"Andrews, Donald W. K."
~person:"Shephard, Neil G."
~subject:"Risiko"
~subject:"Schätztheorie"
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Andrews, Donald W. K.
Shephard, Neil G.
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The review of economic studies
Discussion paper
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
18
Cowles Foundation discussion paper
11
Econometric theory
5
Journal of econometrics
4
Department of Economics discussion paper series / University of Oxford
2
Economics discussion papers
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
2
Discussion paper / Center for Economic Research, Tilburg University
1
Discussion paper / Department of Economics, University of California San Diego
1
Econometric reviews
1
Journal of applied econometrics
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Journal of financial econometrics : official journal of the Society for Financial Econometrics
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Oxford Financial Research Centre economics series
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The review of economics and statistics
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Working paper series / Centre for Analytical Finance, University of Aarhus, Aarhus School of Business
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Semiparametric estimation of the intercept of a sample selection model
Andrews, Donald W. K.
- In:
The review of economic studies
65
(
1998
)
3
,
pp. 497-517
Persistent link: https://www.econbiz.de/10001244371
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2
Stochastic volatility : likelihood inference and comparison with ARCH models
Kim, Sangjoon
- In:
The review of economic studies
65
(
1998
)
3
,
pp. 361-393
Persistent link: https://www.econbiz.de/10001244376
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3
Nonlinear econometric models with deterministically trending variables
Andrews, Donald W. K.
- In:
The review of economic studies
62
(
1995
)
3
,
pp. 343-360
Persistent link: https://www.econbiz.de/10001182003
Saved in:
4
Multivariate stochastic variance models
Harvey, Andrew C.
- In:
The review of economic studies
61
(
1994
)
2
,
pp. 247-264
Persistent link: https://www.econbiz.de/10001160740
Saved in:
5
Inference in nonlinear econometric models with structural change
Andrews, Donald W. K.
- In:
The review of economic studies
55
(
1988
)
4
,
pp. 615-639
Persistent link: https://www.econbiz.de/10001070494
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