1

The Distribution of the Mean Reversion Estimator in the Ornstein-Uhlenbeck Process

Année:
2017
Langue:
english
Fichier:
PDF, 733 KB
english, 2017
5

A bias-adjusted LM test of error cross-section independence

Année:
2008
Langue:
english
Fichier:
PDF, 166 KB
english, 2008
9

DOES CORRUPTION AFFECT ECONOMIC GROWTH?

Année:
2012
Langue:
english
Fichier:
PDF, 3.50 MB
english, 2012
17

Entropy, divergence and distance measures with econometric applications

Année:
1996
Langue:
english
Fichier:
PDF, 1.29 MB
english, 1996
18

Uses of entropy and divergence measures for evaluating econometric approximations and inference

Année:
2002
Langue:
english
Fichier:
PDF, 138 KB
english, 2002
19

Profile likelihood estimation of partially linear panel data models with fixed effects

Année:
2006
Langue:
english
Fichier:
PDF, 162 KB
english, 2006
23

Competitive Firm and the Theory of Input Demand under Price Uncertainty

Année:
1974
Langue:
english
Fichier:
PDF, 253 KB
english, 1974
32

Asymptotic Normality of a Combined Regression Estimator

Année:
1999
Langue:
english
Fichier:
PDF, 288 KB
english, 1999
33

The second-order bias and mean squared error of nonlinear estimators

Année:
1996
Langue:
english
Fichier:
PDF, 1.24 MB
english, 1996
40

On existence of moment of mean reversion estimator in linear diffusion models

Année:
2013
Langue:
english
Fichier:
PDF, 362 KB
english, 2013
44

Robustify Financial Time Series Forecasting with Bagging

Année:
2014
Langue:
english
Fichier:
PDF, 241 KB
english, 2014
45

Non-Parametric Estimation of Econometric Functionals

Année:
1988
Langue:
english
Fichier:
PDF, 935 KB
english, 1988
47

A Note on the Skewness and Kurtosis Coefficients of Zellner's Sure Estimator

Année:
1977
Langue:
english
Fichier:
PDF, 259 KB
english, 1977