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Small sample bias in GMM estimation of covariance structures
Altonji, Joseph G. - 1994
Persistent link: https://www.econbiz.de/10000889238
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Small sample bias in GMM estimation of covariance structures
Altonji, Joseph G.; Segal, Lewis M. - 1994
Persistent link: https://www.econbiz.de/10000893251
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Does seasonal adjustment distort tests of stationarity? : Some small sample evidence
Olekalns, Nilss - 1994
Persistent link: https://www.econbiz.de/10000893524
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Accumulating sample path estimation with applications to testing for unit roots in GNP
Bates, Charles E. - 1989
Persistent link: https://www.econbiz.de/10000758327
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Attrition in panel data and the estimation of dynamic labor markets models
Berg, Gerard J. van den; Lindeboom, Maarten - 1994
Persistent link: https://www.econbiz.de/10000151678
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Kleine-Stichproben-Eigenschaften von Parameterschätzern in einem einfachen strukturellen Trendmodell
Pauly, Ralf; Bousardt, Dieter; Trenkler, Dietrich - 1994
Persistent link: https://www.econbiz.de/10000665371
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Modeling sample selection for durations with time-varying covariates, with an application to the duration of exchange rate regimes
Boehmke, Frederick J.; Meissner, Christopher M. - 2009
We extend existing estimators for duration data that suffer from non-random sample selection to allow for time-varying covariates. Rather than a continuous-time duration model, we propose a discrete-time alternative that models the effects of sample selection at the time of selection across all...
Persistent link: https://www.econbiz.de/10003895008
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Jump-robust volatility estimation using nearest neighbor truncation
Andersen, Torben; Dobrev, Dobrislav; Schaumburg, Ernst - 2009
"LIC "-//W3C//DTD HTML 4.01 Transitional//EN" "http://www.w3.org/TR/html4/loose.dtd"Jump-Robust Volatility Estimation using Nearest Neighbor Truncation var djConfig = { parseOnLoad: true, isDebug: false };NATIONAL BUREAU OF ECONOMIC RESEARCH HOME PAGE Jump-Robust Volatility Estimation using...
Persistent link: https://www.econbiz.de/10003898519
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Jump-robust volatility estimation using nearest neighbor truncation
Andersen, Torben; Dobrev, Dobrislav; Schaumburg, Ernst - 2009
Persistent link: https://www.econbiz.de/10003909988