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PML versus minimum χ2: the comeback.
- Published in:
- SERIEs, 2023, v. 14, n. 3/4, p. 253, doi. 10.1007/s13209-023-00280-4
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- Publication type:
- Article
Normal but skewed?
- Published in:
- Journal of Applied Econometrics, 2022, v. 37, n. 7, p. 1295, doi. 10.1002/jae.2927
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- Publication type:
- Article
Moment tests of independent components.
- Published in:
- SERIEs, 2022, v. 13, n. 1/2, p. 429, doi. 10.1007/s13209-021-00247-3
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- Publication type:
- Article
REPORT OF THE SECRETARY.
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- Econometrica, 2022, v. 90, n. 1, p. 457, doi. 10.3982/ECTA901SEC
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- Publication type:
- Article
REPORT OF THE TREASURER.
- Published in:
- Econometrica, 2022, v. 90, n. 1, p. 473, doi. 10.3982/ECTA901TREAS
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- Publication type:
- Article
Specification tests for non‐Gaussian maximum likelihood estimators.
- Published in:
- Quantitative Economics, 2021, v. 12, n. 3, p. 683, doi. 10.3982/QE1406
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- Publication type:
- Article
Normality tests for latent variables.
- Published in:
- Quantitative Economics, 2019, v. 10, n. 3, p. 981, doi. 10.3982/QE859
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- Publication type:
- Article
Dynamic specification tests for dynamic factor models.
- Published in:
- Journal of Applied Econometrics, 2019, v. 34, n. 3, p. 325, doi. 10.1002/jae.2678
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- Publication type:
- Article
VOLATILITY, DIVERSIFICATION AND CONTAGION.
- Published in:
- Revista de Economía Aplicada, 2018, v. 26, n. 76, p. 35
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- Publication type:
- Article
Comments on: Reflections on the Probability Space Induced by Moment Conditions with Implications for Bayesian Inference.
- Published in:
- 2016
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- Publication type:
- Opinion
Neglected serial correlation tests in UCARIMA models.
- Published in:
- SERIEs, 2016, v. 7, n. 1, p. 121, doi. 10.1007/s13209-015-0132-3
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- Publication type:
- Article
A UNIFYING APPROACH TO THE EMPIRICAL EVALUATION OF ASSET PRICING MODELS.
- Published in:
- Review of Economics & Statistics, 2015, v. 97, n. 2, p. 412, doi. 10.1162/REST_a_00474
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- Publication type:
- Article
DISTRIBUTIONAL TESTS IN MULTIVARIATE DYNAMIC MODELS WITH NORMAL AND STUDENT-t INNOVATIONS.
- Published in:
- Review of Economics & Statistics, 2012, v. 94, n. 1, p. 133, doi. 10.1162/REST_a_00141
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- Publication type:
- Article
TESTING UNCOVERED INTEREST PARITY: A CONTINUOUS-TIME APPROACH.
- Published in:
- International Economic Review, 2011, v. 52, n. 4, p. 1215, doi. 10.1111/j.1468-2354.2011.00665.x
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- Publication type:
- Article
The econometrics of mean-variance efficiency tests: a survey.
- Published in:
- Econometrics Journal, 2009, v. 12, n. 3, p. C65, doi. 10.1111/j.1368-423X.2009.00295.x
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- Publication type:
- Article
Least Squares Predictions and Mean-Variance Analysis.
- Published in:
- Journal of Financial Econometrics, 2005, v. 3, n. 1, p. 56, doi. 10.1093/jjfinec/nbi002
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- Publication type:
- Article
Constrained Indirect Estimation.
- Published in:
- Review of Economic Studies, 2004, v. 71, n. 4, p. 945, doi. 10.1111/0034-6527.00310
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- Publication type:
- Article
LIKELIHOOD-BASED ESTIMATION OF LATENT GENERALIZED ARCH STRUCTURES.
- Published in:
- Econometrica, 2004, v. 72, n. 5, p. 1481, doi. 10.1111/j.1468-0262.2004.00541.x
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- Publication type:
- Article
Econometric applications of positive rank-one modifications of the symmetric factorization of a positive semi-definite matrix.
- Published in:
- Spanish Economic Review, 1999, v. 1, n. 1, p. 79, doi. 10.1007/s101080050004
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- Publication type:
- Article
The Relation Between Conditionally Heteroskedastic Factor Models and Factor GARCH Models.
- Published in:
- Econometrics Journal, 1998, v. 1, n. 2, p. 1, doi. 10.1111/1368-423X.12014
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- Publication type:
- Article
CONDITIONAL MEANS OF TIME SERIES PROCESSES AND TIME SERIES PROCESSES FOR CONDITIONAL MEANS.
- Published in:
- International Economic Review, 1998, v. 39, n. 4, p. 1101, doi. 10.2307/2527354
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- Publication type:
- Article
Multivariate Regression with Unequal Number of Observations—Solution.
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- Econometric Theory, 1997, v. 13, n. 4, p. 613, doi. 10.1017/S0266466600006095
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- Publication type:
- Article
Estimation of a Triangular, Seemingly Unrelated, Regression System by OLS.
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- Econometric Theory, 1997, v. 13, n. 3, p. 463, doi. 10.1017/S0266466600005909
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- Publication type:
- Article
Multivariate Regression with Unequal Number of Observations.
- Published in:
- Econometric Theory, 1996, v. 12, n. 3, p. 586, doi. 10.1017/S0266466600006897
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- Publication type:
- Article
Quadratic ARCH Models.
- Published in:
- Review of Economic Studies, 1995, v. 62, n. 4, p. 639, doi. 10.2307/2298081
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- Publication type:
- Article
VOLATILITY AND LINKS BETWEEN NATIONAL STOCK MARKETS.
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- Econometrica, 1994, v. 62, n. 4, p. 901, doi. 10.2307/2951737
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- Publication type:
- Article
FEEDBACK TRADERS AND STOCK RETURN AUTOCORRELATIONS: EVIDENCE FROM A CENTURY OF DAILY DATA.
- Published in:
- Economic Journal, 1992, v. 102, n. 411, p. 415, doi. 10.2307/2234525
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- Publication type:
- Article
Semi-parametric Estimation and the Predictability of Stock Market Returns: Some Lessons from Japan.
- Published in:
- Review of Economic Studies, 1991, v. 58, n. 3, p. 547, doi. 10.2307/2298011
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- Publication type:
- Article