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Production function estimation with unobserved input price dispersion
Grieco, Paul L. E.; Li, Shengyu; Zhang, Hongsong - In: International economic review 57 (2016) 2, pp. 665-689
Persistent link: https://www.econbiz.de/10011596055
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Maximum likelihood estimation of search costs
Moraga-González, José Luis; Wildenbeest, Matthijs R. - 2006
In a recent paper Hong and Shum [2006. Using price distributions to estimate search costs. Rand Journal of Economics 37, 257–275] present a structural method to estimate search cost distributions. We extend their approach to the case of oligopoly and present a new maximum likelihood method to...
Persistent link: https://www.econbiz.de/10011348711
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Fourth-moments structures in financial time series
Kunst, Robert M. - 1993
Persistent link: https://www.econbiz.de/10000888010
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The econometrics of ultra-high frequency data
Engle, Robert F. - 1996
Persistent link: https://www.econbiz.de/10000613076
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Evaluating alternative stock market volatility estimators : some empirical findings from the Swedish market
Jern, Benny - 1994
Persistent link: https://www.econbiz.de/10000147094
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Contemporaneous asymmetry in GARCH processes
Babsiri, Mohamed el; Zakoïan, Jean-Michel - 1997
Persistent link: https://www.econbiz.de/10000956285
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Three essays on unit roots and nonlinear co-integrated processes
Gaul, Jürgen - 2008
Persistent link: https://www.econbiz.de/10003773152
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A blocking and regularization approach to high dimensional realized covariance estimation
Hautsch, Nikolaus; Kyj, Lada M.; Oomen, Roel C.A. - 2009
&P 500 index confirms the simulation results. -- covariance estimation ; blocking ; realized kernel ; regularization …
Persistent link: https://www.econbiz.de/10003893144
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A blocking and regularization approach to high dimensional realized covariance estimation
Hautsch, Nikolaus; Kyj, Lada M.; Hautsch, Nikolaus - 2009
&P 500 index confirms the simulation results. -- Covariance Estimation ; Blocking ; Realized Kernel ; Regularization …
Persistent link: https://www.econbiz.de/10003909174
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Nonparametric Kernel density estimation near the boundary
Malec, Peter; Schienle, Melanie - 2012 - This Version: August 13, 2012
methodology in practice. -- Kernel density estimation ; boundary correction ; asymmetric kernel …
Persistent link: https://www.econbiz.de/10009577035