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Local sensitivity and diagnostic tests
Magnus, Jan R.; Vasnev, Andrey L. - In: The econometrics journal 10 (2007) 1, pp. 166-192
Persistent link: https://www.econbiz.de/10003451753
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Simulated maximum likelihood estimation of multivariate mixed-Poisson regression models, with application
Munkin, Murat K.; Trivedi, Pravin K. - In: The econometrics journal 2 (1999) 1, pp. 29-48
Persistent link: https://www.econbiz.de/10001449258
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Initial conditions of dynamic panel data models : on within and between equations
Lee, Lung-fei; Yu, Jihai - In: The econometrics journal 23 (2020) 1, pp. 115-136
Persistent link: https://www.econbiz.de/10012167249
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Likelihood estimation of Lévy-driven stochastic volatility models through realized variance measures
Veraart, Almut E. D. - In: The econometrics journal 14 (2011) 2, pp. 204-240
Persistent link: https://www.econbiz.de/10009381879
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Multivariate variance targeting in the BEKK–GARCH model
Pedersen, Rasmus Søndergaard; Rahbek, Anders - In: The econometrics journal 17 (2014) 1, pp. 24-55
Persistent link: https://www.econbiz.de/10010498760
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ARMA representation of integrated and realized variances
Meddahi, Nour - In: The econometrics journal 6 (2003) 2, pp. 335-356
Persistent link: https://www.econbiz.de/10001831259
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Consistency of kernel variance estimators for sums of semiparametric linear processes
Davidson, James E. H.; Jong, Robert M. de - In: The econometrics journal 5 (2002) 1, pp. 150-175
Persistent link: https://www.econbiz.de/10001683700
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Model averaging estimation for high-dimensional covariance matrices with a network structure
Zhu, Rong; Zhang, Xinyu; Ma, Yanyuan; Zou, Guohua - In: The econometrics journal 24 (2021) 1, pp. 177-197
Persistent link: https://www.econbiz.de/10012504463
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The Tobit model with a non-zero threshold
Carson, Richard T.; Sun, Yixiao - In: The econometrics journal 10 (2007) 3, pp. 488-502
Persistent link: https://www.econbiz.de/10003637594
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Numerical integration-based Gaussian mixture filters for maximum likelihood estimation of asymmetric stochastic volatility models
Kawakatsu, Hiroyuki - In: The econometrics journal 10 (2007) 2, pp. 342-358
Persistent link: https://www.econbiz.de/10003560004