Standard error correction in two-stage estimation with nested samples.
- Published in:
- Econometrics Journal, 2003, v. 6, n. 2, p. 401, doi. 10.1111/1368-423X.t01-1-00115
- By:
- Publication type:
- Article
Works matching IS 13684221 AND DT 2003 AND VI 6 AND IP 2
Results: 10
1
2
Stochastic volatility: Bayesian computation using automatic differentiation and the extended Kalman filter.
- Published in:
- Econometrics Journal, 2003, v. 6, n. 2, p. 408, doi. 10.1111/1368-423X.t01-1-00116
- By:
- Publication type:
- Article
3
Limiting behaviour of Dickey–Fuller -tests under the crash model alternative.
- Published in:
- Econometrics Journal, 2003, v. 6, n. 2, p. 421, doi. 10.1111/1368-423X.t01-1-00117
- By:
- Publication type:
- Article
4
Econometric inflation targeting.
- Published in:
- Econometrics Journal, 2003, v. 6, n. 2, p. 430, doi. 10.1111/1368-423X.t01-1-00118
- By:
- Publication type:
- Article
5
Semiparametric estimation of Value at Risk.
- Published in:
- Econometrics Journal, 2003, v. 6, n. 2, p. 261, doi. 10.1111/1368-423X.t01-1-00109
- By:
- Publication type:
- Article
6
Tests for a change in persistence against the null of difference-stationarity.
- Published in:
- Econometrics Journal, 2003, v. 6, n. 2, p. 291, doi. 10.1111/1368-423X.t01-1-00110
- By:
- Publication type:
- Article
7
A full-factor multivariate GARCH model.
- Published in:
- Econometrics Journal, 2003, v. 6, n. 2, p. 312, doi. 10.1111/1368-423X.t01-1-00111
- By:
- Publication type:
- Article
8
ARMA representation of integrated and realized variances.
- Published in:
- Econometrics Journal, 2003, v. 6, n. 2, p. 335, doi. 10.1111/1368-423X.t01-1-00112
- By:
- Publication type:
- Article
9
A radial basis function artificial neural network test for neglected nonlinearity.
- Published in:
- Econometrics Journal, 2003, v. 6, n. 2, p. 357, doi. 10.1111/1368-423X.t01-1-00113
- By:
- Publication type:
- Article
10
Distribution of preferences and measurement errors in a disaggregated expenditure system.
- Published in:
- Econometrics Journal, 2003, v. 6, n. 2, p. 374, doi. 10.1111/1368-423X.t01-1-00114
- By:
- Publication type:
- Article