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Testing for cointegration when some of the cointegrating vectors are known
Horvath, Michael T. - 1994
Persistent link: https://www.econbiz.de/10000920922
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Modeling volatility dynamics
Diebold, Francis X.; García López, José A. - 1995
Persistent link: https://www.econbiz.de/10000920972
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Semiparametric estimation of a dynamic game on incomplete information
Bajari, Patrick L.; Hong, Han - 2006
Persistent link: https://www.econbiz.de/10003285743
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Nonparametric tests for treatment effect heterogeneity
Crump, Richard K.; Hotz, Vincent Joseph; Imbens, Guido; … - 2006
Persistent link: https://www.econbiz.de/10003340057
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The identification and economic content of ordered choice models with stochastic thresholds
Cunha, Flávio; Heckman, James J.; Navarro, Salvador - 2007
Persistent link: https://www.econbiz.de/10003506333
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Edgeworth expansion for realized volatility and related estimators
Zhang, Lan; Mykland, Per A.; Aït-Sahalia, Yacine - 2005
Persistent link: https://www.econbiz.de/10003217402
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Threshold crossing models and bounds on treatment effects : a nonparametric analysis
Shaikh, Azeem M.; Vytlacil, Edward - 2005
Persistent link: https://www.econbiz.de/10002822891
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Parametric and nonparametric volatility measurement
Andersen, Torben; Bollerslev, Tim; Diebold, Francis X. - 2002
Persistent link: https://www.econbiz.de/10001689115
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Using weights to adjust for sample selection when auxiliary information is available
Nevo, Aviv - 2001
Persistent link: https://www.econbiz.de/10001628183
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Simulated likelihood estimation of diffusions with an application to exchange rate dynamics in incomplete markets
Brandt, Michael W.; Santa-Clara, Pedro - 2001
Persistent link: https://www.econbiz.de/10001606888