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On tree-structured linear and quantile regression-based asset pricing
Galakis, John; Vrontos, Ioannis; Xidonas, Panos - In: Review of accounting & finance 21 (2022) 3, pp. 204-245
Persistent link: https://www.econbiz.de/10013368270
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Preliminary-test estimation in a dynamic linear model
Giles, David E. A.; Cunneen, Matthew C. - 1993
Persistent link: https://www.econbiz.de/10000855179
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Initial conditions and efficient estimation in dynamic panel data models
Blundell, Richard W.; Smith, Richard J. - 1991
Persistent link: https://www.econbiz.de/10000827902
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Schätzung, Diagnose und Prognose nicht-linearer SETAR-Modelle
Wildi, Marc - 1997
Persistent link: https://www.econbiz.de/10000620069
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Dynamic equilibrium economies : a framework for comparing models and data
Diebold, Francis X.; Ohanian, Lee E.; Berkowitz, Jeremy - 1997
Persistent link: https://www.econbiz.de/10000633266
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Bayes estimation of short-run coefficients in dynamic panel data models
Hsiao, Cheng; Pesaran, M. Hashem; Tahmiscioglu, A. Kamil - 1998
Persistent link: https://www.econbiz.de/10000671921
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Estimating dynamic panel data models : a practical guide for macroeconomists
Judson, Ruth A.; Owen, Ann L. - 1997
Persistent link: https://www.econbiz.de/10000956700
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Dynamic nonlinear econometric models : asymptotic theory
Pötscher, Benedikt M.; Prucha, Ingmar R. - 1997
Persistent link: https://www.econbiz.de/10000962363
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Learning dynamics
Evans, George W.; Honkapohja, Seppo - 1997
Persistent link: https://www.econbiz.de/10000962916
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Optimal inference in dynamic models with conditional moment restrictions
Christensen, Bent Jesper (contributor);  … - 2008
Persistent link: https://www.econbiz.de/10003774664