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Probability and statistics for finance

Račev, Svetlozar T.; Höchstötter, Markus; Fabozzi, … - 2010

finance. Includes detailed discussions of descriptive statistics, basic probability theory, inductive statistics, and …

Persistent link: https://www.econbiz.de/10008665229

Likelihood inference for a fractionally conitegrated vector autoregressive model

Johansen, Søren; Nielsen, Morten Ørregaard - 2010

Persistent link: https://www.econbiz.de/10003968441

Likelihood inference for a fractionally cointegrated vector autoregressive model

Johansen, Søren; Nielsen, Morten Ørregaard - 2010

Persistent link: https://www.econbiz.de/10003968607

Inference in models with adaptive learning

Chevillon, Guillaume; Massmann, Michael; Mavroeidis, … - In: Journal of monetary economics 57 (2010) 3, pp. 341-351

Persistent link: https://www.econbiz.de/10003976919

Theory and inference for a Markov switching GARCH model

Bauwens, Luc; Preminger, Arie; Rombouts, Jeroen V. K. - In: The econometrics journal 13 (2010) 2, pp. 218-244

Persistent link: https://www.econbiz.de/10003978517

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

How to think about time-use data : what inferences can we make about long- and short-run time use from time diaries?

Frazis, Harley J.; Stewart, Jay Charles - 2010

Time-use researchers are typically interested in the time use of individuals, but time use data are samples of person-days. Given day-to-day variation in how people spend their time, this distinction is analytically important. We examine the conditions necessary to make inferences about the time...

Persistent link: https://www.econbiz.de/10008903543

Inference for parameters defined by moment inequalities using generalized moment selection

Andrews, Donald W. K.; Soares, Gustavo - In: Econometrica : journal of the Econometric Society, an … 78 (2010) 1, pp. 119-157

Persistent link: https://www.econbiz.de/10003989158

Inference for the identified set in partially identified econometric models

Romano, Joseph P.; Shaikh, Azeem M. - In: Econometrica : journal of the Econometric Society, an … 78 (2010) 1, pp. 169-211

Persistent link: https://www.econbiz.de/10003989162

Bootstrap inference in partially identified models defined by moment inequalities : coverage of the identified set

Bugni, Federico A. - In: Econometrica : journal of the Econometric Society, an … 78 (2010) 2, pp. 735-753

Persistent link: https://www.econbiz.de/10003989340