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Joint estimation for the parameters of the extreme value distributions
Chen, Zhenmin - In: Statistical papers 39 (1998) 2, pp. 135-146
Persistent link: https://www.econbiz.de/10001240285
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Estimating mixtures of normal distributions via empirical characteristic function
Tran, Kien C. - In: Econometric reviews 17 (1998) 2, pp. 167-183
Persistent link: https://www.econbiz.de/10001240675
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Stochastic panel frontiers : a semiparametric approach
Park, Byeong U. - In: Journal of econometrics 84 (1998) 2, pp. 273-301
Persistent link: https://www.econbiz.de/10001241546
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Stochastic volatility : likelihood inference and comparison with ARCH models
Kim, Sangjoon - In: The review of economic studies 65 (1998) 3, pp. 361-393
Persistent link: https://www.econbiz.de/10001244376
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Simulation of multivariate normal rectangle probabilities and their derivatives : theoretical and computational results
Hajivassiliou, Vassilis Argyrou - In: Journal of econometrics 72 (1996) 1, pp. 85-134
Persistent link: https://www.econbiz.de/10001198022
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A bootstrap based chi-square goodness-of-fit test for continuous distributions
Böker, Fred - In: Allgemeines statistisches Archiv : AStA ; journal of … 80 (1996) 2, pp. 207-218
Persistent link: https://www.econbiz.de/10001200140
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A continuous time approximation to the unstable first-order autoregressive process : the case without an intercept
Perron, Pierre - In: Econometrica : journal of the Econometric Society, an … 59 (1991) 1, pp. 211-236
Persistent link: https://www.econbiz.de/10001102743
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Model-free curve estimation : mutuality and disparity of approaches
Tarter, Michael E. - In: Journal of official statistics : JOS ; an international … 7 (1991) 2, pp. 219-233
Persistent link: https://www.econbiz.de/10001106576
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The numerical evaluation of the distribution function of a bilinear form to a quadratic form with econometric examples
Lye, Jenny N. - In: Econometric reviews 10 (1991) 2, pp. 217-234
Persistent link: https://www.econbiz.de/10001107010
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Testing and correcting for distributional misspecifications in the Tobit model : an application of the information matrix test
Reynolds, Anderson - In: Empirical economics : a journal of the Institute for … 16 (1991) 3, pp. 313-323
Persistent link: https://www.econbiz.de/10001109549