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Multiple optima and asymptotic approximations in the partial adjustment model
McManus, Douglas A.
;
Nankervis, John C.
;
Savin, N. E.
- In:
Journal of Econometrics
62
(
1994
)
2
,
pp. 91-128
Persistent link: https://www.econbiz.de/10005192282
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2
How common is identification in parametric models?
McManus, Douglas A.
- In:
Journal of Econometrics
53
(
1992
)
1-3
,
pp. 5-23
Persistent link: https://www.econbiz.de/10005115502
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3
Nonparametric option pricing under shape restrictions
Ait-Sahalia, Yacine
;
Duarte, Jefferson
- In:
Journal of Econometrics
116
(
2003
)
1-2
,
pp. 9-47
Persistent link: https://www.econbiz.de/10005285370
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