Narrow search
Showing 21 - 30 of 227
Cover Image
Using a bootstrap method to choose the sample fraction in tail index estimation
Daníelsson, Jón (contributor) - 1997
Persistent link: https://www.econbiz.de/10000953451
Cover Image
Beyond the sample : extreme quantile and probability estimation
Daníelsson, Jón; Vries, Casper G. de - 1998
Persistent link: https://www.econbiz.de/10000980742
Cover Image
Econometric mixture models and more general models for unobservables in duration analysis
Heckman, James J.; Taber, Christopher - 1994
Persistent link: https://www.econbiz.de/10000913801
Cover Image
Cointegration testing using pseudo likelihood ratio tests
Lucas, André - 1995
Persistent link: https://www.econbiz.de/10000918273
Cover Image
Outperforming the market using biliniarities in fundamentals and macroeconomic variables
Kloek, Teunis; Lucas, André; Dijk, Ronald van - 1995
Persistent link: https://www.econbiz.de/10000922344
Cover Image
A hybrid joint moment ratio test for financial times series
Groenendijk, Patrick A.; Lucas, André; Vries, Casper G. de - 1998
Persistent link: https://www.econbiz.de/10000994244
Cover Image
Abnormal returns, risk, and options in large data sets
Caserta, Silvia; Daníelsson, Jón; Vries, Casper G. de - 1998
Persistent link: https://www.econbiz.de/10000994496
Cover Image
Complementarity of labor market institutions, equilibrium unemployment and the persistence of business cycles
Burda, Michael C.; Weder, Mark - 1999
Persistent link: https://www.econbiz.de/10001404964
Cover Image
Indeterminacy in the small open economy Ramsey growth model
Weder, Mark - 1999
Persistent link: https://www.econbiz.de/10001373290
Cover Image
A comparison of parametric, seminonparametric, adaptive, and nonparametric cointegration tests
Boswijk, H. Peter; Lucas, André; Taylor, Nick - 1999
Persistent link: https://www.econbiz.de/10001365108