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Inference for parameters defined by moment inequalities : a recommended moment selection procedure
Andrews, Donald W. K. (contributor); Jia, Panle (contributor) - 2008
Persistent link: https://www.econbiz.de/10003773569
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Simulation-based estimation of contingent-claims prices
Phillips, Peter C. B. (contributor); Yu, Jun (contributor) - 2007
Persistent link: https://www.econbiz.de/10003462516
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Maximum likelihood and Gaussian estimation of continuous time models in finance
Phillips, Peter C. B. (contributor); Yu, Jun (contributor) - 2007
Persistent link: https://www.econbiz.de/10003462517
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Optimal estimation of cointegrated systems with irrelevant instruments
Phillips, Peter C. B. (contributor) - 2006
Persistent link: https://www.econbiz.de/10003468433
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Power maximization and size control in heteroskedasticity and autocorrelation robust tests with exponentiated kernels
Sun, Yixiao; Phillips, Peter C. B.; Jin, Sainan - 2010
Persistent link: https://www.econbiz.de/10003925716
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Long run covariance matrices for fractionally integrated processes
Phillips, Peter C. B. (contributor);  … - 2007
Persistent link: https://www.econbiz.de/10003723110
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On rate optimality for ill-posed inverse problems in econometrics
Chen, Xiaohong (contributor); Reiß, Markus (contributor) - 2007
Persistent link: https://www.econbiz.de/10003723184
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Inference for parameters defined by moment inequalities using generalized moment selection
Andrews, Donald W. K. (contributor);  … - 2007
Persistent link: https://www.econbiz.de/10003723205
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Semiparametric efficiency in GMM models of nonclassical measurement errors, missing data and treatment effects
Chen, Xiaohong (contributor); Hong, Han (contributor);  … - 2008
Persistent link: https://www.econbiz.de/10003724249
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Empirical similarity
Gilboa, Itzhak; Lieberman, Offer; Schmeidler, David - 2004
Persistent link: https://www.econbiz.de/10002380585