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Optimal confidence intervals for the tail index and high quantiles
Ferreira, Ana; Vries, Casper G. de - 2004
Persistent link: https://www.econbiz.de/10002200680
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The effects of dynamic feedbacks on LS and MM estimator accuracy in panel data models
Bun, Maurice J. G.; Kiviet, J. F. - 2002
Persistent link: https://www.econbiz.de/10001718452
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Moment approximation for least squares estimators in dynamic regression models with a unit root
Kiviet, J. F.; Phillips, Garry D. A. - 2001
Persistent link: https://www.econbiz.de/10001633083
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Higher-order asymptotic expansions of the least-squares estimation bias in first-order dynamic regression models
Kiviet, J. F.; Phillips, Garry D. A. - 1996
Persistent link: https://www.econbiz.de/10000948310
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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
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Exact tests in single equation autoregressive distributed lag models
Kiviet, J. F. - 1995
Persistent link: https://www.econbiz.de/10000909000
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Value-at-risk and extreme returns
Daníelsson, Jón; Vries, Casper G. de - 1998
Persistent link: https://www.econbiz.de/10000980737
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Expectations of expansions for estimators in a dynamic panel data model : some results for weakly-exogenous regressors
Kiviet, J. F. - 1998 - Rev
Persistent link: https://www.econbiz.de/10000985343
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The asymptotic and finite sample distributions of OLS and simple IV in simulataneous equations
Kiviet, J. F.; Nimczyk, Jerzy - 2006
Persistent link: https://www.econbiz.de/10003383030
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Tail probabilities for regression estimators
Mikosch, Thomas; Vries, Casper G. de - 2006
Persistent link: https://www.econbiz.de/10003392194