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The calculation of some limiting distributions arising in near-integrated models with GLS detrending
Chambers, Marcus J. - 2013
Persistent link: https://www.econbiz.de/10009775482
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A comparison of minimum MSE and maximum power for the nearly integrated non-Gaussian model
Abadir, Karim Maher; Lucas, André - In: Journal of econometrics 119 (2004) 1, pp. 45-71
Persistent link: https://www.econbiz.de/10001943912
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A comparison of minimum MSE and maximum power for the nearly integrated non-Gaussian model
Abadir, Karim Maher; Lucas, André - 2000
Persistent link: https://www.econbiz.de/10001488593
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A comparison of minimum MSE and maximum power for the nearly integrated non-Gaussian model
Abadir, Karim Maher; Lucas, André - 2000
Persistent link: https://www.econbiz.de/10001471423
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Density weighted linear least squares
Newey, Whitney K.; Ruud, Paul Arthur - 1994
Persistent link: https://www.econbiz.de/10000939572
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Option implied risk-neutral density estimation : a robust and flexible method
Kundu, Arindam; Kumar, Sumit; Tomar, Nutan Kumar - In: Computational economics 54 (2019) 2, pp. 705-728
Persistent link: https://www.econbiz.de/10012134345
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Ausreißerrobuste Methoden in der linearen Regressionsanalyse
Finger, Robert; Stephan, Andreas - In: Wirtschaftswissenschaftliches Studium : WiSt ; … 37 (2008) 10, pp. 557-559
Persistent link: https://www.econbiz.de/10003767654
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Bimodal t-ratios : the impact of thick tails on inference
Fiorio, Carlo V.; Hajivassiliou, Vassilis Argyrou; … - In: The econometrics journal 13 (2010) 2, pp. 271-289
Persistent link: https://www.econbiz.de/10003978526
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The devil dwells in the tails : a quantile regression approach to firm growth
Reichstein, Toke; Dahl, Michael S.; Ebersberger, Bernd; … - In: Journal of evolutionary economics : JEE 20 (2010) 2, pp. 219-231
Persistent link: https://www.econbiz.de/10003950995
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Cities and countries
Rose, Andrew - In: Journal of money, credit and banking : JMCB 38 (2006) 8, pp. 2225-2245
Persistent link: https://www.econbiz.de/10003506415