Narrow search
Showing 1 - 6 of 6
Cover Image
Asymptotic Tests of Composite Hypotheses
Hansen, Peter - Brown University, Department of Economics - 2003
Persistent link: https://www.econbiz.de/10005249411
Cover Image
On the Estimation of Reduced Rank Regressions
Hansen, Peter - Brown University, Department of Economics - 2002
Persistent link: https://www.econbiz.de/10005765595
Cover Image
Testing the Significance of Calendar Effects
Hansen, Peter; Lunde, Asger - Brown University, Department of Economics - 2003
Persistent link: https://www.econbiz.de/10005181209
Cover Image
Consistent Preordering with an Estimated Criterion Function, with an Application to the Evaluation and Comparison of Volatility Models
Hansen, Peter; Lunde, Asger - Brown University, Department of Economics - 2003
Persistent link: https://www.econbiz.de/10005181213
Cover Image
Choosing the Best Volatility Models:The Model Confidence Set Approach
Hansen, Peter; Lunde, Asger; Nason, James M. - Brown University, Department of Economics - 2003
Persistent link: https://www.econbiz.de/10005181216
Cover Image
Generalized Reduced Rank Regression
Hansen, Peter - Brown University, Department of Economics - 2002
Persistent link: https://www.econbiz.de/10005405603