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1
Consistency of a method of moments estimator based on numerical solutions to asset pricing models
Burnside, Craig
- In:
Econometric theory
9
(
1993
)
4
,
pp. 602-632
Persistent link: https://www.econbiz.de/10001156713
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2
Estimating the quadratic variation spectrum of noisy asset prices using generalized flat-top realized Kernels
Varneskov, Rasmus Tangsgaard
- In:
Econometric theory
33
(
2017
)
6
,
pp. 1457-1501
Persistent link: https://www.econbiz.de/10011810427
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3
Bayesian simultaneous equations analysis using reduced rank structures
Kleibergen, Frank
;
Dijk, Herman K. van
- In:
Econometric theory
14
(
1998
)
6
,
pp. 701-743
Persistent link: https://www.econbiz.de/10001352109
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4
Moment generating functions and further exact results for seasonal autoregressions
Pitarakis, Jean-Yves
- In:
Econometric theory
14
(
1998
)
6
,
pp. 770-782
Persistent link: https://www.econbiz.de/10001352158
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5
A note on the convergence of nonparametric DEA estimators for production efficiency scores
Kneip, Alois
;
Park, Byeong U.
;
Simar, Léopold
- In:
Econometric theory
14
(
1998
)
6
,
pp. 783-793
Persistent link: https://www.econbiz.de/10001352168
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6
Saddlepoint approximations for noncentral quadratic forms
Marsh, Patrick W. N.
- In:
Econometric theory
14
(
1998
)
5
,
pp. 539-559
Persistent link: https://www.econbiz.de/10001381103
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7
An autoregressive spectral density estimator at frequency zero for nonstationarity tests
Perron, Pierre
;
Ng, Serena
- In:
Econometric theory
14
(
1998
)
5
,
pp. 560-603
Persistent link: https://www.econbiz.de/10001381121
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8
Goodness-of-fit tests based on Kernel density estimators with fixed smoothing parameters
Fan, Yanqin
- In:
Econometric theory
14
(
1998
)
5
,
pp. 604-621
Persistent link: https://www.econbiz.de/10001381128
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9
A new method for obtaining the autocovariance of an ARMA model : an exact form solution
Karanasos, Menelaos
- In:
Econometric theory
14
(
1998
)
5
,
pp. 622-640
Persistent link: https://www.econbiz.de/10001381129
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10
Asymptotics of nonstationary fractional integrated series
Liu, Ming
- In:
Econometric theory
14
(
1998
)
5
,
pp. 641-662
Persistent link: https://www.econbiz.de/10001381133
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