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subject:"USA"
~institution:"Federal Reserve Bank of San Francisco"
~institution:"Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse"
~institution:"The Wharton Financial Institutions Center"
~person:"Chen, Song Xi"
~subject:"Share price"
~subject:"Theorie"
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Chen, Song Xi
Gil-Alaña, Luis A.
9
Herwartz, Helmut
7
Lütkepohl, Helmut
6
Saikkonen, Pentti
6
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Federal Reserve Bank of San Francisco
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
The Wharton Financial Institutions Center
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Discussion papers of interdisciplinary research project 373
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An empirical likelihood goodness-of-fit test for time series
Chen, Song Xi
;
Härdle, Wolfgang
;
Kleinow, Torsten
-
2000
-in
estimation
. We apply the empirical likelihood based test to a discretised diffusion model which has been recently considered in …
Persistent link: https://www.econbiz.de/10009612573
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