Narrow search
Showing 1 - 10 of 199
Cover Image
Semiparametric specification testing
Delgado, Miguel A.; Stengos, Thanasēs - 1990
Persistent link: https://www.econbiz.de/10000129391
Cover Image
Semiparametric specification testing of nonlinear models
Delgado, Miguel A.; Stengos, Thanasēs - 1990
Persistent link: https://www.econbiz.de/10000129396
Cover Image
Note on finite approximations of the asymptotically ideal model
Serletis, Apostolos; Shahmoradi, Asghar - In: Macroeconomic dynamics 12 (2008) 4, pp. 579-590
Persistent link: https://www.econbiz.de/10003758092
Cover Image
Estimation and model selection of copulas with an application to exchange rates
Manner, Hans - 2007
Persistent link: https://www.econbiz.de/10003647709
Cover Image
Econometric estimation in long-range dependent volatility models : theory and practice
Casas, Isabel; Gao, Jiti - In: Journal of econometrics 147 (2008) 1, pp. 72-83
Persistent link: https://www.econbiz.de/10003783786
Cover Image
Specification testing in discretized diffusion models : theory and practice
Gao, Jiti; Casas, Isabel - In: Journal of econometrics 147 (2008) 1, pp. 131-140
Persistent link: https://www.econbiz.de/10003783793
Cover Image
Out-of-sample comparison of Copula specifications in multivariate density forecasts
Diks, Cees G. H.; Panchenko, Valentyn; Dijk, Dick van - 2008
Persistent link: https://www.econbiz.de/10003787159
Cover Image
Identification and estimation of regression models with misclassification
Mahajan, Aprajit - In: Econometrica : journal of the Econometric Society, an … 74 (2006) 3, pp. 631-665
Persistent link: https://www.econbiz.de/10003329576
Cover Image
Out-of-sample comparison of copula specifications in multivariate density forecasts
Diks, Cees G. H. (contributor);  … - 2008
Persistent link: https://www.econbiz.de/10003798233
Cover Image
Semiparametric modelling and estimation : a selective overview
Kristensen, Dennis - 2009
Persistent link: https://www.econbiz.de/10003883603