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Band covariance matrix estimation using restricted residuals: A Monte Carlo analysis
Ligeralde, Antonio V.; Brown, Bryan W. - In: International economic review 36 (1995) 3, pp. 751-768
Persistent link: https://www.econbiz.de/10007334729
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Efficient Semiparametric Estimation of Expectations
Brown, Bryan W.; Newey, Whitney K. - In: Econometrica : journal of the Econometric Society, an … 66 (1998) 2, pp. 453-464
Persistent link: https://www.econbiz.de/10006789575
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Stochastic specification in random production models of cost-minimizing firms
Brown, Bryan W.; Walker, Mary Beth - In: Journal of econometrics 66 (1995) 1-2, pp. 175-206
Persistent link: https://www.econbiz.de/10006798476
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Generalized Method of Moments, Efficient Bootstrapping, and Improved Inference
Brown, Bryan W.; Newey, Whitney K. - In: Journal of business & economic statistics : JBES ; a … 20 (2002) 4, pp. 507-517
Persistent link: https://www.econbiz.de/10008216098
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Asset pricing theory and the valuation of Canadian paintings
Hodgson, Douglas J.; Vorkink, Keith P. - In: The Canadian journal of economics 37 (2004) 3, pp. 629-655
Persistent link: https://www.econbiz.de/10005883344
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Semiparametric Efficient Estimation of the Mean of a Time Series in the Presence of Conditional Heterogeneity of Unknown Form
Hodgson, Douglas J. - In: Econometric reviews 23 (2004) 3, pp. 229-258
Persistent link: https://www.econbiz.de/10006879929
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Efficient Estimation of Conditional Asset-Pricing Models
Hodgson, Douglas J.; Vorkink, Keith P. - In: Journal of business & economic statistics : JBES ; a … 21 (2003) 2, pp. 269-283
Persistent link: https://www.econbiz.de/10008215646
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Dynamic price dependence of Canadian and international art markets: an empirical analysis
Hodgson, Douglas J.; Seçkin, Aylin - In: Empirical economics : a journal of the Institute for … 43 (2012) 2, pp. 867-891
Persistent link: https://www.econbiz.de/10010021664
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Testing forward exchange rate unbiasedness efficiently: a semiparametric approach
Hodgson, Douglas J.; Linton, Oliver; Vorkink, Keith - In: Journal of applied economics 7 (2004) 2, pp. 325-353
Persistent link: https://www.econbiz.de/10009925870
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Constructing Commercial Indices: A Semiparametric Adaptive Estimator Approach
Hodgson, Douglas J.; Slade, Barrett A.; Vorkink, Keith P. - In: The journal of real estate finance and economics 32 (2006) 2, pp. 151-168
Persistent link: https://www.econbiz.de/10007095399