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Finite sample properties of the ARCH class of models with stochastic volatility
Deb, Partha - In: Economics letters 55 (1997) 1, pp. 27-34
Persistent link: https://www.econbiz.de/10001225291
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Finite sample properties of maximum likelihood and quasi-maximum likelihood estimators of EGARCH models
Deb, Partha - In: Econometric reviews 15 (1996) 1, pp. 51-68
Persistent link: https://www.econbiz.de/10001197547
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Moment-based estimation of latent class models of event counts
Deb, Partha; Xia, Ming; Trivedi, Pravin K. - 1998
Persistent link: https://www.econbiz.de/10000988762
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Demand for medical care by the elderly : a finite mixture approach
Deb, Partha - In: Journal of applied econometrics 12 (1997) 3, pp. 313-336
Persistent link: https://www.econbiz.de/10001336077
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The excess co-movement of commodity prices reconsidered
Deb, Partha - In: Journal of applied econometrics 11 (1996) 3, pp. 275-291
Persistent link: https://www.econbiz.de/10001201934
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The distribution of a Lagrange multiplier test of normality
Deb, Partha - In: Economics letters 51 (1996) 2, pp. 123-130
Persistent link: https://www.econbiz.de/10001201053
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Specification and simulated likelihood estimation of a non-normal treatment-outcome model with selection : application to health care utilization
Deb, Partha; Trivedi, Pravin K. - In: The econometrics journal 9 (2006) 2, pp. 307-331
Persistent link: https://www.econbiz.de/10003352048
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I tests di efficienza dei mercati delle materie prime, dei cambi e dei titoli a reddito fisso : riflessioni sulla teoria e sui metodi empirici
Atella, Vincenzo - In: Rivista di politica economica 81 (1991) 4, pp. 55-102
Persistent link: https://www.econbiz.de/10001109510