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A mechanism-design approach to speculative trade
Eliaz, Kfir; Spiegler, Ran - In: Econometrica : journal of the Econometric Society, an … 75 (2007) 3, pp. 875-884
Persistent link: https://www.econbiz.de/10003473323
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Efficient derivative pricing by the extended method of moments
Gagliardini, Patrick; Gouriéroux, Christian; Renault, Eric - In: Econometrica : journal of the Econometric Society, an … 79 (2011) 4, pp. 1181-1232
Persistent link: https://www.econbiz.de/10009267024
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Entry and exit in OTC derivatives markets
Atkeson, Andrew; Eisfeldt, Andrea L.; Weill, Pierre-Olivier - In: Econometrica : journal of the Econometric Society, an … 83 (2015) 6, pp. 2231-2292
Persistent link: https://www.econbiz.de/10011431542
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Nonparametric pricing of interest rate derivative securities
Aït-Sahalia, Yacine - In: Econometrica : journal of the Econometric Society, an … 64 (1996) 3, pp. 527-560
Persistent link: https://www.econbiz.de/10001199899
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Analytic derivatives for estimation of discrete-time, linear-quadratic, dynamic, optimization models
Zadrozny, Peter A. - In: Econometrica : journal of the Econometric Society, an … 56 (1988) 2, pp. 467-472
Persistent link: https://www.econbiz.de/10001041540
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Optimal bandwidth selection in heteroskedasticity- autocorrelation robust testing
Sun, Yixiao; Phillips, Peter C. B.; Jin, Sainan - In: Econometrica : journal of the Econometric Society, an … 76 (2008) 1, pp. 175-194
Persistent link: https://www.econbiz.de/10003726590
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Instrumental variable treatment of nonclassical measurement error models
Hu, Yingyao; Schennach, Susanne M. - In: Econometrica : journal of the Econometric Society, an … 76 (2008) 1, pp. 194-216
Persistent link: https://www.econbiz.de/10003726591
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Investment reversibility and agency cost of debt
Manso, Gustavo - In: Econometrica : journal of the Econometric Society, an … 76 (2008) 2, pp. 437-442
Persistent link: https://www.econbiz.de/10003726593
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Computing the distributions of economic models via simulation
Stachurski, John; Martin, Vance - In: Econometrica : journal of the Econometric Society, an … 76 (2008) 2, pp. 443-450
Persistent link: https://www.econbiz.de/10003726595
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Fisher's information for discretely sampled Lévy processes
Aït-Sahalia, Yacine; Jacod, Jean - In: Econometrica : journal of the Econometric Society, an … 76 (2008) 4, pp. 727-761
Persistent link: https://www.econbiz.de/10003740219