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Modelling economic high-frequency time series with STAR-STGARCH models
Lundbergh, Stefan; Teräsvirta, Timo - 1998
Persistent link: https://www.econbiz.de/10000168182
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Evaluating GARCH models
Lundbergh, Stefan; Teräsvirta, Timo - 1998
Persistent link: https://www.econbiz.de/10000168183
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Threshold autoregression with a near unit root
Caner, Mehmet; Hansen, Bruce E. - 1998
Persistent link: https://www.econbiz.de/10000168269
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The grid bootstrap and the autoregressive model
Hansen, Bruce E. - 1998
Persistent link: https://www.econbiz.de/10000168271
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A simplified approach to computing efficiency bounds in semiparametric models
Severini, Thomas A.; Tripathi, Gautam - 1998
Persistent link: https://www.econbiz.de/10000168272
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Diagnostic testing in econometrics : variable addition, RESET, and Fourier approximations
DeBenedictis, Linda F.; Giles, David E. A. - 1996
Persistent link: https://www.econbiz.de/10000168401
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The exact risks of some pre-test and Stein-type regression estimators under balanced loss
Giles, Judith A.; Giles, David E. A.; Ohtani, Kazuhiro - 1996
Persistent link: https://www.econbiz.de/10000168487
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Starting values in estimation of cointegrating vectors with restrictions
Lyhagen, Johan; Forsberg, Lars - 1999
Persistent link: https://www.econbiz.de/10000168497
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Is more data better?
Mitra, Kaushik - 1999
Persistent link: https://www.econbiz.de/10000168500
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On estimating a dynamic function of a stochastic system with averaging
Liptser, R.; Spokojnyj, Vladimir G. - 1998
Persistent link: https://www.econbiz.de/10000168629