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Bianchi, Carluccio; De Giuli, Maria Elena; Fantazzini, Dean - 2009

multivariate distributions. Our extensive simulation studies investigate the small sample properties of these models and examine …

Persistent link: https://www.econbiz.de/10010259914

Hussain, Syed M.; Liu, Lin - In: Economics letters 146 (2016), pp. 77-81

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Chukiat Chaiboonsri; Satawat Wannapan; Nisit Pantamit - In: International journal of computational economics and … 12 (2022) 1/2, pp. 29-51

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Weiß, Gregor - In: Journal of risk 16 (2013/2014) 4, pp. 61-101

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Müller, Fernanda Maria; Righi, Marcelo Brutti - In: Risk management : a journal of risk, crisis and disaster 20 (2018) 1, pp. 29-50

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Elerian, Ola; Chib, Siddhartha; Shephard, Neil G. - 2000

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Kripfganz, Sebastian; Schwarz, Claudia - 2013 - This version: May 6, 2013

further simulation evidence that GMM estimators with a large number of instruments can be severely biased in finite samples …

Persistent link: https://www.econbiz.de/10010342822

Kripfganz, Sebastian; Schwarz, Claudia - 2013 - This Version: May 6, 2013

further simulation evidence that GMM estimators with a large number of instruments can be severely biased in finite samples …

Persistent link: https://www.econbiz.de/10009775613

Juodis, Artūras; Sarafidis, Vasilis - In: Econometric reviews 37 (2018) 6/10, pp. 893-929

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Boreiko, D. V.; Kaniovski, Yuri M.; Pflug, Georg - In: Computational economics 49 (2017) 3, pp. 499-516

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