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Goodness-of-fit tests for parametric families of Archimedean copulas
Trede, Mark; Savu, Cornelia - 2004
Persistent link: https://www.econbiz.de/10002688693
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Indirect inference, nuisance parameter, and threshold moving average models
Guay, Alain; Scaillet, Olivier - In: Journal of business & economic statistics : JBES ; a … 21 (2003) 1, pp. 122-132
Persistent link: https://www.econbiz.de/10001728845
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Simulierte klassische Parameterschätzung in Probitmodellen
Ziegler, Andreas - 2000
Persistent link: https://www.econbiz.de/10001484438
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Lag-length selection in VAR-models using equal and unequal lag-length procedures
Gredenhoff, Mikael P. - In: Bootstrap inference in time series econometrics, (pp. 59-100). 1998
Persistent link: https://www.econbiz.de/10001304237
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Bootstrap testing for fractional integration
Gredenhoff, Mikael P. - In: Bootstrap inference in time series econometrics, (pp. 25-38). 1998
Persistent link: https://www.econbiz.de/10001304239
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Numerical distribution functions for unit root and cointegration tests
MacKinnon, James G. - In: Journal of applied econometrics 11 (1996) 6, pp. 601-618
Persistent link: https://www.econbiz.de/10001211085
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Trading losses from using a sample estimate of the variance in the Black-Scholes model : a simulation analysis
Levy, Haim - In: Advances in quantitative analysis of finance and … 3 (1995), pp. 153-161
Persistent link: https://www.econbiz.de/10001211141
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Why are estimates of agricultural supply response so variable?
Diebold, Francis X. - In: Journal of econometrics 76 (1997) 1, pp. 357-373
Persistent link: https://www.econbiz.de/10001211352
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Testing for a global maximum in an econometric context
Veall, Michael R. - In: Econometrica : journal of the Econometric Society, an … 58 (1990) 6, pp. 1459-1465
Persistent link: https://www.econbiz.de/10001097573
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Full information estimation and stochastic simulation of models with rational expectations
Fair, Ray C. - In: Journal of applied econometrics 5 (1990) 4, pp. 381-392
Persistent link: https://www.econbiz.de/10001099936