Found: 11
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Non-parametric regression with a latent time series.
- Published in:
- Econometrics Journal, 2009, v. 12, n. 2, p. 187, doi. 10.1111/j.1368-423X.2009.00278.x
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- Article
Blockwise generalized empirical likelihood inference for non-linear dynamic moment conditions models.
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- Econometrics Journal, 2009, v. 12, n. 2, p. 208, doi. 10.1111/j.1368-423X.2009.00286.x
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- Article
On skewness and kurtosis of econometric estimators.
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- Econometrics Journal, 2009, v. 12, n. 2, p. 232, doi. 10.1111/j.1368-423X.2009.00289.x
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- Article
Adaptive pointwise estimation in time-inhomogeneous conditional heteroscedasticity models.
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- Econometrics Journal, 2009, v. 12, n. 2, p. 248, doi. 10.1111/j.1368-423X.2009.00292.x
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- Article
Multi-tail generalized elliptical distributions for asset returns.
- Published in:
- Econometrics Journal, 2009, v. 12, n. 2, p. 272, doi. 10.1111/j.1368-423X.2009.00290.x
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- Article
Multivariate stochastic volatility, leverage and news impact surfaces.
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- Econometrics Journal, 2009, v. 12, n. 2, p. 292, doi. 10.1111/j.1368-423X.2009.00284.x
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- Article
Looking for skewness in financial time series.
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- Econometrics Journal, 2009, v. 12, n. 2, p. 310, doi. 10.1111/j.1368-423X.2009.00281.x
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- Article
Bayesian estimation of a random effects heteroscedastic probit model.
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- Econometrics Journal, 2009, v. 12, n. 2, p. 324, doi. 10.1111/j.1368-423X.2009.00283.x
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- Article
Panel unit root tests in the presence of cross-sectional dependence: finite sample performance and an application.
- Published in:
- Econometrics Journal, 2009, v. 12, n. 2, p. 340, doi. 10.1111/j.1368-423X.2009.00287.x
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- Article
The empirical process of autoregressive residuals.
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- Econometrics Journal, 2009, v. 12, n. 2, p. 367, doi. 10.1111/j.1368-423X.2009.00282.x
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- Article
A note on non-parametric estimation with predicted variables.
- Published in:
- Econometrics Journal, 2009, v. 12, n. 2, p. 382, doi. 10.1111/j.1368-423X.2009.00291.x
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- Article