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Essays on partial identification in econometrics and finance
Galichon, Alfred - 2007
Persistent link: https://www.econbiz.de/10009691355
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First-differenced inference for panel factor series
Ipatova, Ekaterina; Trapani, Lorenzo - In: Economics letters 118 (2013) 2, pp. 364-366
Persistent link: https://www.econbiz.de/10009708874
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Bootstrap inference for pre-averaged realized volatility based on non-overlapping returns
Gonc̜alves, Sílva; Hounyo, Ulrich; Meddahi, Nour - 2013
Persistent link: https://www.econbiz.de/10009719165
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The composite marginal likelihood (CML) inference approach
Bhat, Chandra R. - 2014
Persistent link: https://www.econbiz.de/10010423780
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Special issue: Statistical inference on time series stochastic and deterministic dynamics
Dagum, Estela Bee (contributor);  … - 2009
Persistent link: https://www.econbiz.de/10003800641
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Misspecification testing for the conditional distribution model in GARCH-type processes
Grigoletto, Matteo; Provasi, Corrado - In: Econometric reviews 28 (2009) 1/3, pp. 209-224
Persistent link: https://www.econbiz.de/10003800726
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Difference-in-differences methods in public finance
St. Clair, Travis; Cook, Thomas D. - In: National tax journal 68 (2015) 2, pp. 319-338
Persistent link: https://www.econbiz.de/10011404280
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Residual log-periodogram inference for long-run relationships
Hassler, Uwe; Mármol, Francesc; Valasco, Carlos - In: Journal of econometrics 130 (2006) 1, pp. 165-207
Persistent link: https://www.econbiz.de/10003228637
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Forecasting and estimating multiple change-point models with an unknown number of change-points
Koop, Gary M. (contributor); Potter, Simon M. (contributor) - 2004
Persistent link: https://www.econbiz.de/10002528617
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Nonparametric inference for unbalanced time series data
Linton, Oliver - In: Econometric theory 21 (2005) 1, pp. 143-157
Persistent link: https://www.econbiz.de/10002674653