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Distributed lags, aggregation and compounding : Some econometric implications
Trivedi, Pravin K.; Trivedi, P.K. - 1984
Persistent link: https://www.econbiz.de/10000007934
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Estimating lag parameters in differential-difference equations
MacGarry, Joanne (contributor) - 2000 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001534691
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Estimating lag parameters in differential-difference equations
MacGarry, Joanne; Chambers, Marcus J. - 2004
Persistent link: https://www.econbiz.de/10001970000
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Estimating the percentiles of some misspecified non-nested distributions
Bai, Jun; Jakeman, Anthony J.; McAleer, Michael - 1992
Persistent link: https://www.econbiz.de/10000840204
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Autoregressive conditional density estimation
Hansen, Bruce E. - 1992
Persistent link: https://www.econbiz.de/10000840704
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Consistent empirical estimators of multivariate extreme value distribution
Haan, Laurens de; Resnick, Sidney I. - 1991
Persistent link: https://www.econbiz.de/10000842077
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Bayes factors for nonlinear hypotheses and likelihood distributions
McCulloch, Robert E.; Rossi, Peter E. - 1991
Persistent link: https://www.econbiz.de/10000809505
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A new approach to maximum likelihood estimation of the three-parameter gamma and Weibull distributions
Bai, Jun; Jakeman, Anthony J.; McAleer, Michael - 1991
Persistent link: https://www.econbiz.de/10000817339
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Nonparametric conditional density : estimation: overview and applications
Castronova, Edward - 1990
Persistent link: https://www.econbiz.de/10000820440
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Martingale densities for general asset prices
Schweizer, Martin - 1991
Persistent link: https://www.econbiz.de/10000825147