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Testing goodness of fit based on densities of GARCH innovations
Horváth, Lajos; Zitikis, Ričardas - In: Econometric theory 22 (2006) 3, pp. 457-482
Persistent link: https://www.econbiz.de/10003307486
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On the product and ratio of gamma and weibull random variables
Nadarajah, Saralees; Kotz, Samuel - In: Econometric theory 22 (2006) 2, pp. 338-344
Persistent link: https://www.econbiz.de/10003301264
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A general method to estimate correlated discrete random variables
Ophem, Hans van - In: Econometric theory 15 (1999) 2, pp. 228-237
Persistent link: https://www.econbiz.de/10001381847
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Asymptotic properties of weighted M-estimators for standard stratified samples
Wooldridge, Jeffrey M. - In: Econometric theory 17 (2001) 2, pp. 451-470
Persistent link: https://www.econbiz.de/10001568404