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Likelihood inference in an autoregression with fixed effects
Dhaene, Geert; Jochmans, Koen - In: Econometric theory 32 (2016) 5, pp. 1178-1215
Persistent link: https://www.econbiz.de/10011661738
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Empirical [gamma]-divergence : estimation and inference
Cho, Young Su - 2005
Persistent link: https://www.econbiz.de/10002980078
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Estimation and inference in short panel vector autoregressions with unit roots and cointegration
Binder, Michael; Hsiao, Cheng; Pesaran, M. Hashem - 2000
Persistent link: https://www.econbiz.de/10001500096
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Parametric inference for diffusion processes observed at discrete points in time : a survey
Sørensen, Helle (contributor) - 2002 - [Elektronische Resource]
Persistent link: https://www.econbiz.de/10001702316
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Empirical likelihood
Owen, Art B. - 2001
Persistent link: https://www.econbiz.de/10001574339
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Inferenz im linearen Regressionsmodell mit ungleichungsrestringierten Parametern
Knautz, Henning - 2000
Persistent link: https://www.econbiz.de/10001526715
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Efficient estimation of autoregression parameters and innovation distributions for semiparametric integer-valued AR(p) models
Drost, Feike C. (contributor);  … - 2007
Persistent link: https://www.econbiz.de/10003483609
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Essays in the econometrics of dynamic duration models with application to tick by tick financial data
Galli, Fausto - 2009
Persistent link: https://www.econbiz.de/10003986565
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Maximum likelihood estimators in regression models with infinite variance innovations
Paulaauskas, Vygantas; Rachev, Svetlozar T. - In: Statistical papers 44 (2003) 1, pp. 47-65
Persistent link: https://www.econbiz.de/10001725537
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Consistency and efficiency of least squares estimation for mixed regressive, spatial autoregressive models
Lee, Lung-fei - In: Econometric theory 18 (2002) 2, pp. 252-277
Persistent link: https://www.econbiz.de/10001661293