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Bayesian analysis of contingent claim model error
Jacquier, Eric; Jarrow, Robert A. - In: Journal of econometrics 94 (2000) 1/2, pp. 145-180
Persistent link: https://www.econbiz.de/10001437752
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Predictive density construction and accuracy testing with multiple possibly misspecified diffusion models
Corradi, Valentina; Swanson, Norman R. - In: Journal of econometrics 161 (2011) 2, pp. 304-324
Persistent link: https://www.econbiz.de/10009242123
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Volatility puzzles: a simple framework for gauging return-volatility regressions
Bollerslev, Tim; Zhou, Hao - In: Journal of econometrics 131 (2006) 1/2, pp. 123-150
Persistent link: https://www.econbiz.de/10003298567
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Regression discontinuity inference with specification error
Lee, David S.; Card, David E. - In: Journal of econometrics 142 (2008) 2, pp. 655-674
Persistent link: https://www.econbiz.de/10003645622
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Specification testing
Delgado, Miguel A. (contributor) - 2008
Persistent link: https://www.econbiz.de/10003722580
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Distribution-free specification tests of conditional models
Delgado, Miguel A.; Stute, Winfried - In: Journal of econometrics 143 (2008) 1, pp. 37-55
Persistent link: https://www.econbiz.de/10003722590
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Testing the parametric form of the volatility in continuous time diffusion models : a stochastic process approach
Dette, Holger; Podolskij, Mark - In: Journal of econometrics 143 (2008) 1, pp. 56-73
Persistent link: https://www.econbiz.de/10003722591
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Joint and marginal specification tests for conditional mean and variance models
Escanciano, J. Carlos - In: Journal of econometrics 143 (2008) 1, pp. 74-87
Persistent link: https://www.econbiz.de/10003722592
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On specification testing of ordered discrete choice models
Mora, Juan; Moro-Egido, Ana I. - In: Journal of econometrics 143 (2008) 1, pp. 191-205
Persistent link: https://www.econbiz.de/10003722598
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Nonparametric estimation and testing of fixed effects panel data models
Henderson, Daniel J.; Carroll, Raymond J.; Li, Qi - In: Journal of econometrics 144 (2008) 1, pp. 257-275
Persistent link: https://www.econbiz.de/10003723660