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1
The estimation of transaction costs in arbitrage models
Spiller, Pablo T.
- In:
Journal of econometrics
3
(
1988
),
pp. 309-326
Persistent link: https://www.econbiz.de/10001052238
Saved in:
2
Testing affine term structure models in case of transaction costs
Driessen, Joost
;
Melenberg, Bertrand
;
Nijman, Theodore E.
- In:
Journal of econometrics
126
(
2005
)
1
,
pp. 201-232
Persistent link: https://www.econbiz.de/10002538651
Saved in:
3
Large-scale portfolio allocation under transaction costs and model uncertainty
Hautsch, Nikolaus
;
Voigt, Stefan
- In:
Journal of econometrics
212
(
2019
)
1
,
pp. 221-240
Persistent link: https://www.econbiz.de/10012303923
Saved in:
4
Annals of econometrics: forecasting and empirical methods in finance and macroeconomics
Diebold, Francis X.
(
contributor
); …
-
2001
Persistent link: https://www.econbiz.de/10001617180
Saved in:
5
Risk aversion and asymmetry in procurement auctions : identification, estimation and application to construction procurements
Campo, Sandra
- In:
Journal of econometrics
168
(
2012
)
1
,
pp. 96-107
Persistent link: https://www.econbiz.de/10009612787
Saved in:
6
Nonlinear models for strongly dependent processes with financial applications
Baillie, Richard
;
Kapetanios, George
- In:
Journal of econometrics
147
(
2008
)
1
,
pp. 60-71
Persistent link: https://www.econbiz.de/10003783785
Saved in:
7
Structural analysis of vector error correction models with exogenous I (1) variables
Pesaran, M. Hashem
;
Shin, Yongcheol
;
Smith, Richard J.
- In:
Journal of econometrics
97
(
2000
)
2
,
pp. 293-343
Persistent link: https://www.econbiz.de/10001496593
Saved in:
8
Cointegration and speed of convergence to equilibrium
Pesaran, M. Hashem
- In:
Journal of econometrics
71
(
1996
)
1
,
pp. 117-143
Persistent link: https://www.econbiz.de/10001194740
Saved in:
9
Monte Carlo inference in econometric models with symmetric stable disturbances
Tsionas, Efthymios G.
- In:
Journal of econometrics
88
(
1999
)
2
,
pp. 365-401
Persistent link: https://www.econbiz.de/10001252778
Saved in:
10
Optimally combining censored and uncensored datasets
Devereux, Paul J.
;
Tripathi, Gautam
- In:
Journal of econometrics
151
(
2009
)
1
,
pp. 17-32
Persistent link: https://www.econbiz.de/10003855069
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