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Fourth moments of multivariate GARCH processes
HAFNER, Christian - Center for Operations Research and Econometrics (CORE), … - 2001
provided for the kurtosis and co-kurtosis between components. Applications of the results include the definition of impulse … response functions for kurtosis and co-kurtosis, the derivation of the spectral density matrix of the squares and crossproducts …
Persistent link: https://www.econbiz.de/10005008403
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A Rational Route to Randomness.
Brock, W.A. - Wisconsin Madison - Social Systems - 1995
Persistent link: https://www.econbiz.de/10005795225
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THE LOGIT MODEL AND RESPONSE-BASED SAMPLES
XIE, Y.; MANSKI, C.F. - Wisconsin Madison - Social Systems - 1988
Persistent link: https://www.econbiz.de/10005795227
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Censoring of Outcomes and Regressors Due to Survey Nonresponse: Identification and Estimation Using Weights and Imputations.
Horowitz, J.L.; Manski, C.F. - Wisconsin Madison - Social Systems - 1995
Persistent link: https://www.econbiz.de/10005795238
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A Comparison of Alternative Instrumental Variables Estimators of Dynamic Linear Model.
West, K.D.; Wilcox, D.W. - Wisconsin Madison - Social Systems - 1994
Persistent link: https://www.econbiz.de/10005795246
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Using Randomization to Break the Curse of Dimensionality.
Rust, J. - Wisconsin Madison - Social Systems - 1994
Persistent link: https://www.econbiz.de/10005795248
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Modeling Food Stamp Participation in the Presence of Reporting Errors.
Bollinger, C.R.; David, M.H. - Wisconsin Madison - Social Systems - 1993
Persistent link: https://www.econbiz.de/10005795249
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Recursive Optimal Mechanisms with History-Dependent, Privately-Observed Shocks.
Phelan, C. - Wisconsin Madison - Social Systems - 1991
Persistent link: https://www.econbiz.de/10005795262
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Bounding Disagreements About Treatment Effects: A Case Study of Sentencing and Recidivism.
Manski, C.F.; Nagin, D.S. - Wisconsin Madison - Social Systems - 1995
Persistent link: https://www.econbiz.de/10005795268
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A Test for Independence Based on the Correlation Dimension.
Brock, W.A.; Dechert, W.D.; LeBaron, B.; Scheinkman, J.A. - Wisconsin Madison - Social Systems - 1995
Persistent link: https://www.econbiz.de/10005795287