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subject:"Statistical distribution"
~subject:"Stochastischer Prozess"
~subject:"Technical efficiency"
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Journal of econometrics
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80
CEMMAP working papers / Centre for Microdata Methods and Practice
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Econometric theory
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48
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42
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International journal of forecasting
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ECONIS (ZBW)
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3621
Market share models with semi-parametric additive brand attractions
Hruschka, Harald
-
1998
Persistent link: https://www.econbiz.de/10001413019
Saved in:
3622
Asymmetric kernels for density estimation
Abadir, Karim Maher
;
Lawford, Steve
-
1998
Persistent link: https://www.econbiz.de/10001396975
Saved in:
3623
Nonparametric statistical tests for the random walk in stock prices
Cerrito, Patricia
;
Olson, Dennis
;
Ostaszewski, Krzysztof M.
- In:
Advances in quantitative analysis of finance and …
6
(
1998
),
pp. 27-36
Persistent link: https://www.econbiz.de/10001406201
Saved in:
3624
Two-step estimation, optimal moment conditions, and sample selection models
Newey, Whitney K.
;
Powell, James
-
1998
-
Rev
Persistent link: https://www.econbiz.de/10001447705
Saved in:
3625
Analisi non-parametrica e identificazione delle elasticità di prezzo : un'applicazione all'agricoltura italiana
Esposti, Roberto
- In:
Rivista di economia agraria
53
(
1998
)
1/2
,
pp. 99-121
Persistent link: https://www.econbiz.de/10001453627
Saved in:
3626
A simple nonparametric test for the equality of autocorrelation structures of two stochastic processes, with application to experimental data
Pudney, Stephen E.
;
Deadman, Derek F.
;
Clark, F.
-
1997
Persistent link: https://www.econbiz.de/10000654971
Saved in:
3627
A nonparametric test for I (0)
Lobato, Ignacio N.
;
Robinson, Peter M.
-
1997
Persistent link: https://www.econbiz.de/10000978039
Saved in:
3628
No-arbitrage option pricing : new evidence on the validity of the martingale property
Brenner, Menachem
;
Eom, Young Ho
-
1997
Persistent link: https://www.econbiz.de/10001442896
Saved in:
3629
A consistent nonparametric test of ergodicity for time series with applications
Domowitz, Ian
;
El-Gamal, Mahmoud A.
-
1997
Persistent link: https://www.econbiz.de/10000970873
Saved in:
3630
Prewhitened kernel estimators of 2π times the spectral density at frequency zero of nonparametric regression errors
Jeong, Kiho
- In:
Journal of economic theory and econometrics : journal …
3
(
1997
)
2
,
pp. 107-122
Persistent link: https://www.econbiz.de/10001560709
Saved in:
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