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Intertemporal equilibrium risk premia in a stochastic volatility model
Pham, Huyên; Touzi, Nizar - 1993
Persistent link: https://www.econbiz.de/10000878550
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Nonparametric estimation of utility function in first-price sealed-bid auctions
Kim, Dong-hyuk - In: Economics letters 126 (2015), pp. 101-106
Persistent link: https://www.econbiz.de/10011376431
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Nonparametric estimation in random coefficients binary choice models
Gautier, Eric; Kitamura, Yuichi - 2008
Persistent link: https://www.econbiz.de/10003776129
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Endogenous regressor binary choice models without instruments, with an application to migration
Dong, Yingying - In: Economics letters 107 (2010) 1, pp. 33-35
Persistent link: https://www.econbiz.de/10003970831
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Semiparametric binary random effects models : estimating two types of drinking behavior
Dong, Yingying - In: Economics letters 112 (2011) 1, pp. 79-81
Persistent link: https://www.econbiz.de/10009242113
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Adaptive estimation in the nonparametric random coefficients binary choice model by needlet thresholding
Gautier, Eric; Le Pennec, Erwan - 2011
Persistent link: https://www.econbiz.de/10009412300
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A specification test for discrete choice models
Chicu, Mark; Masten, Matthew A. - In: Economics letters 121 (2013) 2, pp. 336-339
Persistent link: https://www.econbiz.de/10010347100
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Testing for joint significance in nonstationary binary choice model
Mao, Guangyu - In: Economics letters 122 (2014) 2, pp. 311-313
Persistent link: https://www.econbiz.de/10010395717
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Estimation of a heteroscedastic binary choice model with an endogenous dummy regressor
Zhang, Zhengyu; He, Xiaobo - In: Economics letters 117 (2012) 3, pp. 753-757
Persistent link: https://www.econbiz.de/10009680695
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Estimating preferences under risk : the case of racetrack bettors
Jullien, Bruno; Salanié, Bernard - 1997
Persistent link: https://www.econbiz.de/10000975629