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Distribution of the ML estimator of an MA(1) and a local level model
Shephard, Neil G. - In: Econometric theory 9 (1993) 3, pp. 377-401
Persistent link: https://www.econbiz.de/10001151128
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Estimation of a Triangular, Seemingly Unrelated, Regression System OLS
Sentana, Enrique - In: Econometric theory 14 (1998) 2, pp. 289
Persistent link: https://www.econbiz.de/10006993133
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Multivariate Regression with Unequal Number of Observations
Sentana, Enrique - In: Econometric theory 13 (1997) 4, pp. 613
Persistent link: https://www.econbiz.de/10006997107
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Estimation of a Triangular, Seemingly Unrelated, Regression System by OLS
Sentana, Enrique - In: Econometric theory 13 (1997) 3, pp. 463
Persistent link: https://www.econbiz.de/10006998056
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Multivariate Regression with Unequal Number of Observations
Sentana, Enrique - In: Econometric theory 12 (1996) 3, pp. 586
Persistent link: https://www.econbiz.de/10007003670
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PROBLEMS AND SOLUTIONS - SOLUTIONS - Regression with Missing Observations on an Explanatory Variable
Sentana, Enrique - In: Econometric theory 15 (1999) 4, pp. 636
Persistent link: https://www.econbiz.de/10006987520
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Limit theorems for bipower variation in financial econometrics
Barndorff-Nielsen, Ole E.; Graversen, Svend Erik; … - In: Econometric theory 22 (2006) 4, pp. 677-719
Persistent link: https://www.econbiz.de/10003351877
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Bayesian inference based only on simulated likelihood : particle filter analysis of dynamic economic models
Flury, Thomas; Shephard, Neil G. - In: Econometric theory 27 (2011) 5, pp. 933-956
Persistent link: https://www.econbiz.de/10009379765
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From characteristic function to distribution function : a simple framework for the theory
Shephard, Neil G. - In: Econometric theory 7 (1991) 4, pp. 519-529
Persistent link: https://www.econbiz.de/10001117734
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LIMIT THEOREMS FOR BIPOWER VARIATION IN FINANCIAL ECONOMETRICS
Barndorff-Nielsen, Ole E.; Graversen, Svend Erik; … - In: Econometric theory 22 (2006) 4, pp. 677-720
Persistent link: https://www.econbiz.de/10007268465