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Phillips, Peter C. B.
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1
Asymmetries and nonlinearities in dynamic economic models
Burgess, Simon
(
contributor
)
-
1996
Persistent link: https://www.econbiz.de/10000596724
Saved in:
2
Mixture of distribution hypothesis : analyzing daily liquidity frictions and information flows
Darolles, Serge
;
LeFol, Gaëlle
;
Mero, Gulten
- In:
Journal of econometrics
201
(
2017
)
2
,
pp. 367-383
Persistent link: https://www.econbiz.de/10011920520
Saved in:
3
Conditionally independent private information in OCS wildcat auctions
Li, Tong
;
Perrigne, Isabelle
;
Vuong, Quang H.
- In:
Journal of econometrics
98
(
2000
)
1
,
pp. 129-161
Persistent link: https://www.econbiz.de/10001497686
Saved in:
4
Econometric specification of the risk neutral valuation model
Clément, Emmanuelle
;
Gouriéroux, Christian
;
Monfort, Alain
- In:
Journal of econometrics
94
(
2000
)
1/2
,
pp. 117-143
Persistent link: https://www.econbiz.de/10001437749
Saved in:
5
Properties of optimal forecasts under asymmetric loss and nonlinearity
Patton, Andrew J.
;
Timmermann, Allan
- In:
Journal of econometrics
140
(
2007
)
2
,
pp. 884-918
Persistent link: https://www.econbiz.de/10003570041
Saved in:
6
A family of autoregressive conditional duration models
Fernandes, Marcelo
;
Grammig, Joachim
- In:
Journal of econometrics
130
(
2006
)
1
,
pp. 1-23
Persistent link: https://www.econbiz.de/10003228621
Saved in:
7
Methods for multicountry studies of corporate governance : evidence from the BRIKT countries
Black, Bernard S.
;
Carvalho, Antonio Gledson de
; …
- In:
Journal of econometrics
183
(
2014
)
2
,
pp. 230-240
Persistent link: https://www.econbiz.de/10010506050
Saved in:
8
The econometrics of auctions with asymmetric anonymous bidders
Lamy, Laurent
- In:
Journal of econometrics
167
(
2012
)
1
,
pp. 113-132
Persistent link: https://www.econbiz.de/10009551432
Saved in:
9
Information acquisition and or bid preparation : a structural analysis of entry and bidding in timber sale auctions
Li, Tong
;
Zheng, Xiaoyong
- In:
Journal of econometrics
168
(
2012
)
1
,
pp. 29-46
Persistent link: https://www.econbiz.de/10009612800
Saved in:
10
Variance disparity and market frictions
Park, Yang-Ho
- In:
Journal of econometrics
214
(
2020
)
2
,
pp. 326-348
Persistent link: https://www.econbiz.de/10012438393
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