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On the specification of propensity scores, with applications to the analysis of trade policies

Millimet, Daniel L.; Tchernis, Rusty - In: Journal of business & economic statistics : JBES ; a … 27 (2009) 3, pp. 397-415

Persistent link: https://www.econbiz.de/10003893885

Hodges-Lehmann sign-based estimators and generalized confidence distributions in linear median regressions with moment-free heterogenous errors and dependence of unknown form

Coudin, Elise; Dufour, Jean-Marie - 2008

Persistent link: https://www.econbiz.de/10003871341

Minimum distance estimation of stationary and non-stationary ARFIMA processes

Mayoral, Laura - In: The econometrics journal 10 (2007) 1, pp. 124-148

Persistent link: https://www.econbiz.de/10003451751

Bayesian inference in a stochastic volatility Nelson-Siegel Model

Hautsch, Nikolaus; Yang, Fuyu - 2010

In this paper, we develop and apply Bayesian inference for an extended Nelson-Siegel (1987) term structure model capturing interest rate risk. The so-called Stochastic Volatility Nelson-Siegel (SVNS) model allows for stochastic volatility in the underlying yield factors. We propose a Markov...