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~subject:"Estimation theory"
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Maximum-likelihood estimation of fractional cointegration with an application to the short end of the yield curve
Dueker, Michael
;
Startz, Richard
-
1994
Persistent link: https://www.econbiz.de/10000896983
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2
Mean reversion in stock prices? : a reappraisal of the empirical evidence
Kim, Myung-jig
;
Nelson, Charles R.
;
Startz, Richard
-
1988
Persistent link: https://www.econbiz.de/10000759184
Saved in:
3
Measuring the NAIRU with reduced uncertainty : a multiple-indicator common-cycle approach
Basistha, Arabinda
;
Startz, Richard
- In:
The review of economics and statistics
90
(
2008
)
4
,
pp. 805-811
Persistent link: https://www.econbiz.de/10003772099
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4
The zero-information-limit condition and spurious inference in weakly identified models
Nelson, Charles R.
;
Startz, Richard
- In:
Journal of econometrics
138
(
2007
)
1
,
pp. 47-62
Persistent link: https://www.econbiz.de/10003451736
Saved in:
5
Spurious inference in the GARCH (1,1) model : when it is weakly identified
Ma, Jun
;
Nelson, Charles R.
;
Startz, Richard
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
11
(
2007
)
1
,
pp. 1-27
Persistent link: https://www.econbiz.de/10009512627
Saved in:
6
Maximum-likelihood estimation of fractional cointegration with and application to US and Canadian bond rates
Dueker, Michael
- In:
The review of economics and statistics
80
(
1998
)
3
,
pp. 420-426
Persistent link: https://www.econbiz.de/10001245211
Saved in:
7
Mean reversion in stock prices? : a reappraisal of the empirical evidence
Kim, Myung-jig
- In:
The review of economic studies
58
(
1991
)
4
,
pp. 515-528
Persistent link: https://www.econbiz.de/10001114320
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8
The distribution of the instrumental variables estimator and its t-ratio when the instrument is a poor one
Nelson, Charles R.
Persistent link: https://www.econbiz.de/10001274009
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9
Valid confidence intervals and inference in the presence of weak instruments
Zivot, Eric
- In:
International economic review
39
(
1998
)
4
,
pp. 1119-1144
Persistent link: https://www.econbiz.de/10001338783
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10
Testing for mean reversion in heteroskedastic data based on Gibbs-sampling-augmented randomization
Kim, Chang-Jin
;
Nelson, Charles R.
;
Startz, Richard
- In:
Journal of empirical finance
5
(
1998
)
2
,
pp. 131-154
Persistent link: https://www.econbiz.de/10001374883
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