Narrow search
Showing 1 - 10 of 11
Cover Image
A generalized asymmetric Student-t distribution with application to financial econometrics
Zhu, Dongming; Galbraith, John W. - In: Journal of econometrics 157 (2010) 2, pp. 297-305
Persistent link: https://www.econbiz.de/10008663016
Cover Image
A generalized asymmetric Student- distribution with application to financial econometrics
Zhu, Dongming; Galbraith, John W. - In: Journal of econometrics 157 (2010) 2, pp. 297-306
Persistent link: https://www.econbiz.de/10008433401
Cover Image
Properties and estimation of asymmetric exponential power distribution
Zhu, Dongming; Zinde-Walsh, Victoria - In: Journal of econometrics 148 (2009) 1, pp. 86-99
Persistent link: https://www.econbiz.de/10003813144
Cover Image
Partial identification of functionals of the joint distribution of "potential outcomes"
Fan, Yanqin; Guerre, Emmanuel; Zhu, Dongming - In: Journal of econometrics 197 (2017) 1, pp. 42-59
Persistent link: https://www.econbiz.de/10011818340
Cover Image
Properties and estimation of asymmetric exponential power distribution
Zhu, Dongming; Zinde-Walsh, Victoria - In: Journal of econometrics 148 (2009) 1, pp. 86
Persistent link: https://www.econbiz.de/10008170379
Cover Image
Properties and estimation of asymmetric exponential power distribution
Zhu, Dongming; Zinde-Walsh, Victoria - In: Journal of econometrics 148 (2009) 1, pp. 86-100
Persistent link: https://www.econbiz.de/10008890777
Cover Image
Estimation of a linear regression model with stationary ARMA (p, q) errors
Zinde-Walsh, Victoria - In: Journal of econometrics 47 (1991) 2, pp. 333-357
Persistent link: https://www.econbiz.de/10001099505
Cover Image
Transforming the error-components model for estimation with general ARMA disturbances
Galbraith, John W. - In: Journal of econometrics 66 (1995) 1, pp. 349-355
Persistent link: https://www.econbiz.de/10001174114
Cover Image
On the distribution of augmented Dickey-Fuller statistics in processes with moving average components
Galbraith, John W.; Zinde-Walsh, Victoria - In: Journal of econometrics 93 (1999) 1, pp. 25-47
Persistent link: https://www.econbiz.de/10001406636
Cover Image
Simple and reliable estimators of coefficients of interest in a model with high-dimensional confounding effects
Galbraith, John W.; Zinde-Walsh, Victoria - In: Journal of econometrics 218 (2020) 2, pp. 609-632
Persistent link: https://www.econbiz.de/10012483173