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Time inhomogeneous multiple volatility modelling

Härdle, Wolfgang; Herwartz, Helmut; Spokojnyj, Vladimir G. - 2001

Persistent link: https://www.econbiz.de/10001580374

An empirical likelihood goodness of fit test for time series

Chen, Song Xi; Härdle, Wolfgang; Kleinow, Torsten - 2001

Persistent link: https://www.econbiz.de/10001580375

Unit root tests for time series with level shifts : a comparison of different proposals

Lanne, Markku; Lütkepohl, Helmut - 2001

Persistent link: https://www.econbiz.de/10001582163

Forecasting cointegrated VARMA processes

Lütkepohl, Helmut - 1999

Persistent link: https://www.econbiz.de/10001413243

Semiparametric bootstrap approach to hypothesis tests and confidence intervals for the Hurst coefficient

Hall, Peter (contributor); Härdle, Wolfgang (contributor); … - 1999

Persistent link: https://www.econbiz.de/10001413436

Simulation and estimation of hedonic models

Heckman, James J.; Matzkin, Rosa L.; Nesheim, Lars - 2003

Making use of restrictions imposed by equilibrium, theoretical progress has been made on the nonparametric and semiparametric estimation and identification of scalar additive hedonic models (Ekeland, Heckman, and Nesheim, 2002) and scalar nonadditive hedonic models (Heckman, Matzkin, and...

Persistent link: https://www.econbiz.de/10001784247