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Modeling volatility dynamics
Diebold, Francis X.; García López, José A. - 1995
Persistent link: https://www.econbiz.de/10000920972
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Internet based econometric computing
Härdle, Wolfgang; Horowitz, Joel - 1998
Persistent link: https://www.econbiz.de/10000992256
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The cure can be worse than the disease : a cautionary tale regarding instrumental variables
Bound, John; Jaeger, David A.; Baker, Regina - 1993
Persistent link: https://www.econbiz.de/10000878824
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Making the most out of social experiments : reducing the intrinsic uncertainty in evidence from randomized trials with an application to the national JTPA experiment
Clements, Nancy; Heckman, James J.; Smith, Jeffrey A. - 1994
Persistent link: https://www.econbiz.de/10000884776
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Exact maximum likelihood estimation of observation-driven econometric models
Diebold, Francis X.; Schuermann, Til - 1996 - Rev. ed
Persistent link: https://www.econbiz.de/10000945190
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Evaluating density forecasts
Diebold, Francis X. - 1997
Persistent link: https://www.econbiz.de/10000975146
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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
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Semiparametric additive indices for binary response and generalized additive models
Härdle, Wolfgang; Huet, Sylvie; Mammen, Enno; … - 1998
Persistent link: https://www.econbiz.de/10000998098
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Comparison of bootstrap confidence intervals for impulse responses of German monetary systems
Benkwitz, Alexander; Lütkepohl, Helmut; Wolters, Jürgen - 1999
Persistent link: https://www.econbiz.de/10001373298
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Multivariate volatility analysis of VW stock prices
Herwartz, Helmut; Lütkepohl, Helmut - 1998
Persistent link: https://www.econbiz.de/10000992357