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Estimation of models with multiple-valued explanatory variables
Poirier, Alexandre; Ziebarth, Nicolas L. - In: Journal of business & economic statistics : JBES ; a … 37 (2019) 4, pp. 586-597
Persistent link: https://www.econbiz.de/10012178999
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Some cautions on the use of nonlinear panel unit root tests : evidence from a modified series-specific non-linear panel unit-root test
Lau, Chi Keung; Suvankulov, Farrukh; Su, Yongyang; … - In: Economic modelling 29 (2012) 3, pp. 810-816
Persistent link: https://www.econbiz.de/10009545513
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Unobserved components with stochastic volatility in U.S. inflation : estimation and signal extraction
Li, Mengheng; Koopman, Siem Jan - 2018
We consider unobserved components time series models where the components are stochastically evolving over time and are subject to stochastic volatility. It enables the disentanglement of dynamic structures in both the mean and the variance of the observed time series. We develop a simulated...
Persistent link: https://www.econbiz.de/10011809984
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Normality tests and its power against alternative distributions : an empirical analysis on emerging Asian stock index returns
Shaik, Muneer - In: The journal of prediction markets 16 (2022) 1, pp. 3-30
Persistent link: https://www.econbiz.de/10014289671
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On the use of trade-to-trade returns for risk estimation in thin security markets : a note
Berglund, Tom - 1984
Persistent link: https://www.econbiz.de/10000534283
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Nonparametric density estimation and tests of continuous time interest rate models
Pritsker, Matt - 1997
Persistent link: https://www.econbiz.de/10000633273
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Sovereign debt dynamics in a stochastic environment
Sulstarova, Astrit - 2008
Persistent link: https://www.econbiz.de/10003718825
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A generalized method of moments estimator for a spatial model with moving average errors, with application to real estate prices
Fingleton, Bernard - In: Empirical economics : a journal of the Institute for … 34 (2008) 1, pp. 35-57
Persistent link: https://www.econbiz.de/10003636723
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Range-based covariance estimation using high-frequency data : the realized co-range
Bannouh, Karim (contributor); Dijk, Dick van (contributor);  … - 2008
Persistent link: https://www.econbiz.de/10003754160
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Stability tests for heterogeneous panel data
Chan, Felix; Mancini Griffoli, Tommaso; Pauwels, Laurent L. - 2008
Persistent link: https://www.econbiz.de/10003770566