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Minimum distance estimation of stationary and non-stationary ARFIMA processes
Mayoral, Laura (contributor) - 2006
Persistent link: https://www.econbiz.de/10003331959
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Robust second order accurate inference for generalized linear models
Lô, Serigne N. (contributor);  … - 2006
Persistent link: https://www.econbiz.de/10003335758
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Robust small sample accurate inference in moment condition models
Lô, Serigne N. (contributor);  … - 2006
Persistent link: https://www.econbiz.de/10003335766
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Monte-Carlo comparison of alternative estimators for dynamic panel data models
Lokshin, Boris - 2006
Persistent link: https://www.econbiz.de/10003319909
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Multivariate realised kernels : consistent positive semi-definite estimators of the covariation of equity prices with noise and non-synchronous trading
Barndorff-Nielsen, Ole E.; Hansen, Peter Reinhard; … - 2008
Persistent link: https://www.econbiz.de/10003807445
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How to generate regularly behaved production data? : a Monte Carlo experimentation on DEA scale efficiency measurement
Perelman, Sergio; Santín, Daniel - In: European journal of operational research : EJOR 199 (2009) 1, pp. 303-310
Persistent link: https://www.econbiz.de/10003864922
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Multivariate realised kernels : consistent positive semi-definite estimators of the covariation of equity prices with noise and non-synchronous trading
Barndorff-Nielsen, Ole E.; Hansen, Peter Reinhard; … - 2008
Persistent link: https://www.econbiz.de/10003818473
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Structural threshold regression
Kourtellos, Andros; Stengos, Thanasēs; Tan, Chih Ming - 2009
Persistent link: https://www.econbiz.de/10003852789
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Multivariate realised kernels : consistent positive semi-definite estimators of the covariation of equity prices with noise and non-synchronous trading
Barndorff-Nielsen, Ole E.; Hansen, Peter Reinhard; … - 2009
Persistent link: https://www.econbiz.de/10003854421
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A simple improvement of the IV estimator for the classical errors-in-variables problem
Andersson, Jonas; Møen, Jarle - 2009
Persistent link: https://www.econbiz.de/10003879049