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Efficient discretization of stochastic integrals
Fukasawa, Masaaki - In: Finance and stochastics 18 (2014) 1, pp. 175-208
Persistent link: https://www.econbiz.de/10010235454
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Optimal estimation of cointegrated systems with irrelevant instruments
Phillips, Peter C. B. - In: Journal of econometrics 178 (2014) 1, pp. 210-224
Persistent link: https://www.econbiz.de/10010256172
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Toward optimal model averaging in regression models with time series errors
Cheng, Tzu-Chang F.; Ing, Ching-Kang; Yu, Shu-Hui - In: Journal of econometrics 189 (2015) 2, pp. 321-334
Persistent link: https://www.econbiz.de/10011504543
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Proportional individual rationality and the provision of a public good in a large economy
Kang, Rongping - In: Journal of mathematical economics 51 (2014), pp. 178-186
Persistent link: https://www.econbiz.de/10010479136
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Efficient semiparametric estimation for endogenously stratified regression via smoothed likelihood
Cosslett, Stephen R. - In: Journal of econometrics 177 (2013) 1, pp. 116129
Persistent link: https://www.econbiz.de/10010189867
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Smooth minimum distance estimation and testing with conditional estimating equations : uniform in bandwidth theory
Lavergne, Pascal; Patilea, Valentin - In: Journal of econometrics 177 (2013) 1, pp. 47-59
Persistent link: https://www.econbiz.de/10010189879
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Simulated likelihood estimators for discretely observed jump-diffusions
Giesecke, Kay; Schwenkler, G. - In: Journal of econometrics 213 (2019) 2, pp. 297-320
Persistent link: https://www.econbiz.de/10012304557
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A pricing problem with unknown arrival rate and price sensitivity
Avramidis, Athanassios N. - In: Mathematical methods of operations research : ZOR 92 (2020) 1, pp. 77-106
Persistent link: https://www.econbiz.de/10012301647
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Efficient portfolio selection in a large market
Chen, Jiaqin; Yuan, Ming - In: Journal of financial econometrics : official journal of … 14 (2016) 3, pp. 496-524
Persistent link: https://www.econbiz.de/10011623668
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Level-based estimation of dynamic panel models
Montes-Rojas, Gabriel; Sosa Escudero, Walter; Zincenko, … - In: Journal of econometric methods 9 (2020) 1, pp. 1-23
Persistent link: https://www.econbiz.de/10012197292