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person:"Stambaugh, Robert F."
subject:"Share price"
~isPartOf:"Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics"
~person:"Gao, Jiti"
~person:"Gungor, Sermin"
~person:"Krämer, Walter"
~person:"Kumar, Dilip"
~person:"Tauchen, George Eugene"
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Estimation theory
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Stambaugh, Robert F.
Gao, Jiti
Gungor, Sermin
Krämer, Walter
Kumar, Dilip
Tauchen, George Eugene
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Gallant, A. Ronald
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Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
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Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
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Working paper / Department of Econometrics and Business Statistics, Monash University
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Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
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Jump regressions
Li, Jia
;
Todorov, Viktor
;
Tauchen, George Eugene
- In:
Econometrica : journal of the Econometric Society, an …
85
(
2017
)
1
,
pp. 173-195
Persistent link: https://www.econbiz.de/10011738476
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Nonlinear dynamic structures
Gallant, A. Ronald
- In:
Econometrica : journal of the Econometric Society, an …
61
(
1993
)
4
,
pp. 871-907
Persistent link: https://www.econbiz.de/10001147138
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