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A limit theorem for random matrices with a multiparameter
Schürger, Klaus - 1990
Persistent link: https://www.econbiz.de/10000784451
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Testing mean-variance efficiency in CAPM with possibly non-Gaussian errors : an exact simulation-based approach
Beaulieu, Marie-Christine (contributor);  … - 2002 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001947329
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Correcting the errors : a note on volatility forecast evaluation based on high-frequency data and realized volatilities
Andersen, Torben (contributor); Bollerslev, Tim (contributor) - 2002 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001947554
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Short run and long run causality in time series : inference
Dufour, Jean-Marie (contributor);  … - 2003 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001948010
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Nonparametric estimation of common regressors for similar curve data
Kneip, Alois - 1991
Persistent link: https://www.econbiz.de/10000827179
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On minimax estimation in linear regression models with ellipsoidal constraints
Christopeit, Norbert - 1991
Persistent link: https://www.econbiz.de/10000833559
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Some recent results in estimation under prior information
Werner, Hans-Joachim - 1987
Persistent link: https://www.econbiz.de/10000754863
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OLS-estimation and rationality in linear models with forecast feedback
Kottmann, Thomas - 1988
Persistent link: https://www.econbiz.de/10000760596
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Bootstrapping autoregressions with conditional heteroskedasticity of unknown form
Gonçalves, Sílvia (contributor); Kilian, Lutz (contributor) - 2003 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001947544
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Projection-based statistical inference in linear structural models with possibly weak instruments
Dufour, Jean-Marie (contributor);  … - 2003 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001947827