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Improvized implied volatility function and nonparametric approach to unbiased estimation

Muhammad, Atif Sattar; Zhang, Hailiang; Kanwal, Samra; … - In: International journal of financial engineering 10 (2023) 1, pp. 1-14

Persistent link: https://www.econbiz.de/10014251229

Estimation of variance of housing prices using spatial conditional heteroskedasticity (SARCH) model with an application to Boston housing price data

Simlai, Prodosh - In: The quarterly review of economics and finance : journal … 54 (2014) 1, pp. 17-30

Persistent link: https://www.econbiz.de/10010468803

Small-sample inference with spatial HAC estimators

Dorn, Sabrina; Egger, Peter - In: Economics letters 125 (2014) 2, pp. 236-239

Persistent link: https://www.econbiz.de/10010505357

Estimating cross-sectional regressions in event studies with conditional heteroskedasticity and regression designs that have leverage

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Persistent link: https://www.econbiz.de/10010411856

Predictive Quantile Regressions Under Persistence and Conditional Heteroskedasticity

Fan, Rui - 2019

parameters in the limit theory, whose estimation errors can be another source of distortion. We propose a size …-corrected bootstrap inference thereby avoiding the nuisance parameter estimation. The bootstrap consistency is shown even with the …

Persistent link: https://www.econbiz.de/10012901370

A nonlinear analysis of the real exchange rate-consumption relationship

Pavlidis, Efthymios G.; Payá, Ivan; Peel, David - In: Macroeconomic dynamics 22 (2018) 7, pp. 1825-1843

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Nonparametric estimation of the determinants of inefficiency

Parmeter, Christopher F.; Wang, Hung-jen; Kumbhakar, Subal - In: Journal of productivity analysis 47 (2017) 3, pp. 205-221

Persistent link: https://www.econbiz.de/10011878362

The log of gravity at 15

Silva, João Santos; Tenreyro, Silvana - In: Portuguese economic journal 21 (2022) 3, pp. 423-437

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An application of directional quantiles to economic data with a multivariate response

Kalina, Jan - In: Serbian journal of management : an international … 15 (2020) 2, pp. 193-203

Persistent link: https://www.econbiz.de/10012418067

Identification and estimation using heteroscedasticity without instruments : the binary endogenous regressor

Lewbel, Arthur - 2016

Persistent link: https://www.econbiz.de/10011712374

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