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Bayesian estimation of NIG-parameters by Markov chain Monte Carlo methods
Lillestøl, Jostein - 2000
Persistent link: https://www.econbiz.de/10001582162
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Simulation-based estimation of tobit model with Random effects
Calzolari, Giorgio; Magazzini, Laura; Mealli, Fabrizia - 2001
Persistent link: https://www.econbiz.de/10014553644
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Inference in misspecified poisson models
Winkelmann, Rainer - 1991
Persistent link: https://www.econbiz.de/10013427913
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A comparison of dynamic panel data estimators : Monte Carlo evidence and an application to the investment function
Behr, Andreas - 2003
estimator is biased in the context of dynamic estimation. The estimators taking into account the resulting bias can be grouped …
Persistent link: https://www.econbiz.de/10001751405
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A comparison of dynamic panel data estimators : Monte Carlo evidence and an application to the investment function
Behr, Andreas - 2003
estimator is biased in the context of dynamic estimation. The estimators taking into account the resulting bias can be grouped …
Persistent link: https://www.econbiz.de/10011431996
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Fractionally integrated models with ARCH errors
Hauser, Michael A.; Kunst, Robert M. - 1994
Persistent link: https://www.econbiz.de/10000882159
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Specification analysis of affine term structure models
Dai, Qiang; Singleton, Kenneth J. - 1997
Persistent link: https://www.econbiz.de/10000637523
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"Peso problem" explanations for term structure anomalies
Bekaert, Geert; Hodrick, Robert J.; Marshall, David Aaron - 1997
Persistent link: https://www.econbiz.de/10000638171
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Schätzung der deutschen Zinsstrukturkurve
Schich, Sebastian T. - 1997
Persistent link: https://www.econbiz.de/10000639370