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~subject:"Estimation theory"
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Fourth Order Pseudo Maximum Li...
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Fourth order pseudo maximum likelihood methods
Holly, Alberto
;
Monfort, Alain
;
Rockinger, Michael
- In:
Journal of econometrics
162
(
2011
)
2
,
pp. 278-293
Persistent link: https://www.econbiz.de/10009270633
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2
Some useful equivalence properties of Hausman's test
Holly, Alberto
- In:
Economics letters
20
(
1986
)
1
,
pp. 39-43
Persistent link: https://www.econbiz.de/10001008795
Saved in:
3
Testing for exogeneity : a survey
Holly, Alberto
- In:
Economic notes : economic review of Banca Monte dei …
(
1987
),
pp. 108-130
Persistent link: https://www.econbiz.de/10001054665
Saved in:
4
A note on instrumental variables and maximum likelihood estimation procedures
Holly, Alberto
- In:
Annales d'économie et de statistique
(
1988
),
pp. 121-138
Persistent link: https://www.econbiz.de/10001054410
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5
A reappraisal of misspecified econometric models
Monfort, Alain
- In:
Econometric theory
12
(
1996
)
4
,
pp. 597-619
Persistent link: https://www.econbiz.de/10001210208
Saved in:
6
Predicting tail-related risk measures : the consequences of using GARCH filters for non-GARCH data
Jalal, Amine
;
Rockinger, Michael
- In:
Journal of empirical finance
15
(
2008
)
5
,
pp. 868-877
Persistent link: https://www.econbiz.de/10003776390
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7
The Copula-GARCH model of conditional dependencies : an international stock market application
Jondeau, Eric
;
Rockinger, Michael
- In:
Journal of international money and finance
25
(
2006
)
5
,
pp. 827-853
Persistent link: https://www.econbiz.de/10003405036
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8
The impact of shocks on higher moments
Jondeau, Eric
;
Rockinger, Michael
- In:
Journal of financial econometrics : official journal of …
7
(
2009
)
2
,
pp. 77-105
Persistent link: https://www.econbiz.de/10003826483
Saved in:
9
Gram-Charlier densities
Jondeau, Eric
;
Rockinger, Michael
- In:
Journal of economic dynamics & control
25
(
2001
)
10
,
pp. 1457-1483
Persistent link: https://www.econbiz.de/10001603779
Saved in:
10
Entropy densities with an application to autoregressive conditional skewness and kurtosis
Rockinger, Michael
;
Jondeau, Eric
- In:
Journal of econometrics
106
(
2002
)
1
,
pp. 119-142
Persistent link: https://www.econbiz.de/10001633716
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