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Continuous empirical characteristics function estimation of mixtures of normal parameters
Xu, Dinghai; Knight, John L. - In: Econometric reviews 30 (2011) 1, pp. 25-50
Persistent link: https://www.econbiz.de/10008990461
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Continuous Empirical Characteristic Function Estimation of Mixtures of Normal Parameters
Xu, Dinghai; Knight, John - In: Econometric reviews 30 (2011) 1, pp. 25-51
Persistent link: https://www.econbiz.de/10008770209
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GMM estimation of a realized stochastic volatility model : a Monte Carlo study
Chaussé, Pierre; Xu, Dinghai - In: Econometric reviews 37 (2018) 6/10, pp. 719-743
Persistent link: https://www.econbiz.de/10012040406
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Finite sample comparisons of the distributions of the OLS and GLS estimators in regression with an integrated regressor and correlated errors
Maekawa, Koichi - In: Econometric reviews 17 (1998) 4, pp. 387-413
Persistent link: https://www.econbiz.de/10001250283