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Alternative frequency and time domain versions of fractional Brownian motion
Davidson, James E. H.; Hashimzade, Nigar - In: Econometric theory 24 (2008) 1, pp. 256-293
Persistent link: https://www.econbiz.de/10003894155
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Representation and weak convergence of stochastic integrals with fractional integrator processes
Davidson, James E. H.; Hashimzade, Nigar - In: Econometric theory 25 (2009) 6, pp. 1589-1624
Persistent link: https://www.econbiz.de/10003904427
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On the writing and the interpretation of contracts
Shavell, Steven - In: The journal of law, economics, & organization 22 (2006) 2, pp. 289-314
Persistent link: https://www.econbiz.de/10003373205
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Estimation and inference in short panel vector autoregressions with unit roots and cointegration
Binder, Michael; Hsiao, Cheng; Pesaran, M. Hashem - In: Econometric theory 21 (2005) 4, pp. 795-837
Persistent link: https://www.econbiz.de/10003004733
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Real-time econometrics
Pesaran, M. Hashem; Timmermann, Allan - In: Econometric theory 21 (2005) 1, pp. 212-231
Persistent link: https://www.econbiz.de/10002674695
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The functional central limit theorem and weak convergence to stochastic integrals, [Teil] 1 : weakly dependent processes
Jong, Robert M. de; Davidson, James E. H. - In: Econometric theory 16 (2000) 5, pp. 621-642
Persistent link: https://www.econbiz.de/10001533160
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The functional central limit theorem and weak convergence to stochastic integrals, [Teil] 2 : fractionally integrated processes
Davidson, James E. H.; Jong, Robert M. de - In: Econometric theory 16 (2000) 5, pp. 643-666
Persistent link: https://www.econbiz.de/10001533165
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Should liability be based on the harm to the victim or the gain to the injurer?
Polinsky, Alan Mitchell - In: The journal of law, economics, & organization 10 (1994) 2, pp. 427-437
Persistent link: https://www.econbiz.de/10001175023
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Multivariate linear rational expectations models : characterization of the nature of the solutions and their fully recursive computation
Binder, Michael - In: Econometric theory 13 (1997) 6, pp. 877-888
Persistent link: https://www.econbiz.de/10001236160
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Legal error, litigation, and the incentive to obey the law
Polinsky, Alan Mitchell - In: The journal of law, economics, & organization 5 (1989) 1, pp. 99-108
Persistent link: https://www.econbiz.de/10001135816