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Estimation of ARCH Models–Solu...
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Estimation theory
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Kiefer, Nicholas Maximilian
15
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3
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2
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Optimal collection of information by partially informed agents
Kiefer, Nicholas Maximilian
- In:
Econometric reviews
7
(
1988
)
2
,
pp. 113-148
Persistent link: https://www.econbiz.de/10001064639
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2
The exact likelihood function for an empirical job search model
Christensen, Bent Jesper
;
Kiefer, Nicholas Maximilian
-
1990
Persistent link: https://www.econbiz.de/10000786806
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3
Improving robust model selection tests for dynamic models
Choi, Hwan-sik
;
Kiefer, Nicholas Maximilian
- In:
The econometrics journal
13
(
2010
)
2
,
pp. 177-204
Persistent link: https://www.econbiz.de/10003978505
Saved in:
4
Counting processes for retail default modeling
Kiefer, Nicholas Maximilian
;
Larson, C. Erik
- In:
The journal of credit risk : published quarterly by …
11
(
2015
)
3
,
pp. 45-72
Persistent link: https://www.econbiz.de/10011380103
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5
Simple robust testing of regression hypothesis: a comment
Abadir, Karim Maher
;
Paruolo, Paolo
- In:
Econometrica : journal of the Econometric Society, an …
70
(
2002
)
5
,
pp. 2097-2099
Persistent link: https://www.econbiz.de/10001702266
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6
Panel data, local cuts, and orthogeodesic models
Christensen, Bent Jesper
;
Kiefer, Nicholas Maximilian
-
1999
Persistent link: https://www.econbiz.de/10001456531
Saved in:
7
A new approach to the asymptotics of HAC robust testing in econometrics
Kiefer, Nicholas Maximilian
;
Vogelsang, Timothy J.
-
2000
Persistent link: https://www.econbiz.de/10001458269
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8
Measurement error in the prototypal job-search model
Christensen, Bent Jesper
- In:
Journal of labor economics
12
(
1994
)
4
,
pp. 618-639
Persistent link: https://www.econbiz.de/10001171137
Saved in:
9
Inference in non-linear panels with partially missing observations : the case of the equilibrium search model
Christensen, Bent Jesper
;
Kiefer, Nicholas Maximilian
-
1996
Persistent link: https://www.econbiz.de/10000942822
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10
Approximate distributions in essentially linear models
An, Mark Yuying
-
1998
Persistent link: https://www.econbiz.de/10000992531
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