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Efficient estimation of probit models with correlated errors
Liesenfeld, Roman
;
Richard, Jean-François
- In:
Journal of econometrics
156
(
2010
)
2
,
pp. 367-376
Persistent link: https://www.econbiz.de/10008648807
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2
The dynamic invariant multinomial probit model : identification, pretesting and estimation
Liesenfeld, Roman
;
Richard, Jean-François
- In:
Journal of econometrics
155
(
2010
)
2
,
pp. 117-127
Persistent link: https://www.econbiz.de/10003966966
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3
The dynamic invariant multinomial probit model: Identification, pretesting and estimation
Liesenfeld, Roman
;
Richard, Jean-François
- In:
Journal of econometrics
155
(
2010
)
2
,
pp. 117-128
Persistent link: https://www.econbiz.de/10008391951
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4
A note on the information matrix of the multivariate normal distribution
Richard, Jean-François
- In:
Journal of econometrics
3
(
1975
),
pp. 57-60
Persistent link: https://www.econbiz.de/10002682410
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5
A generalized bivariate mixture model for stock price volatility and trading volume
Liesenfeld, Roman
- In:
Journal of econometrics
104
(
2001
)
1
,
pp. 141-178
Persistent link: https://www.econbiz.de/10001589531
Saved in:
6
Efficient high-dimensional importance sampling
Richard, Jean-François
;
Zhang, Wei-Bin
- In:
Journal of econometrics
141
(
2007
)
2
,
pp. 1385-1411
Persistent link: https://www.econbiz.de/10003571472
Saved in:
7
The conditional autoregressive Wishart model for multivariate stock market volatility
Golosnoy, Vasyl
;
Gribisch, Bastian
;
Liesenfeld, Roman
- In:
Journal of econometrics
167
(
2012
)
1
,
pp. 211-223
Persistent link: https://www.econbiz.de/10009551424
Saved in:
8
The conditional autoregressive Wishart model for multivariate stock market volatility
Golosnoy, Vasyl
;
Gribisch, Bastian
;
Liesenfeld, Roman
- In:
Journal of econometrics
167
(
2012
)
1
,
pp. 211-224
Persistent link: https://www.econbiz.de/10009825302
Saved in:
9
A generalized bivariate mixture model for stock price volatility and trading volume
Liesenfeld, Roman
- In:
Journal of econometrics
104
(
2001
)
1
,
pp. 141-178
Persistent link: https://www.econbiz.de/10006774038
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