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GMM estimation of a stochastic volatility model : a Monte Carlo study
Andersen, Torben - 1995
Persistent link: https://www.econbiz.de/10000932332
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Heteroscedasticity in non-stationary time series : some Monte Carlo evidence
Haldrup, Niels - 1992
Persistent link: https://www.econbiz.de/10000842147
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Estimating the parameters of stochastic differential equations by Monte Carlo methods
Hurn, Stan; Lindsay, Kenneth A. - 1995
Persistent link: https://www.econbiz.de/10000916033
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Comparing evaluation methodologies for stochastic dynamic general equilibrium models
Ortega, Eva - 1998
Persistent link: https://www.econbiz.de/10000995689
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Alpha-stable x 2 consistent functional specification tests for stable domains under data dependence
Hill, Jonathan B. - 1999
Persistent link: https://www.econbiz.de/10001409630
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A correction factor for unit root test statistics
Bravo, Francesco - In: Econometric theory 15 (1999) 2, pp. 218-227
Persistent link: https://www.econbiz.de/10001381843
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Dynamic models for fixed-income portfolio management under uncertainty
Zenios, Stauros Andrea (contributor) - In: Journal of economic dynamics & control 22 (1998) 10, pp. 1517-1541
Persistent link: https://www.econbiz.de/10001246825
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A random walk down main street?
Hill, Rufus Carter - In: Regional science & urban economics 29 (1999) 1, pp. 89-103
Persistent link: https://www.econbiz.de/10001253548
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Copula-based stochastic frontier model with autocorrelated inefficiency
Das, Arabinda - In: Central European journal of economic modelling and … 7 (2015) 2, pp. 111-126
Persistent link: https://www.econbiz.de/10011429746
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Particle Gibbs with ancestor sampling for stochastic volatility models with: heavy tails, in mean effects, leverage, serial dependence and structural breaks
Nonejad, Nima - In: Studies in nonlinear dynamics and econometrics : SNDE ; … 19 (2015) 5, pp. 561-584
Persistent link: https://www.econbiz.de/10011431022