Semiparametric competing risks analysis.
- Published in:
- Econometrics Journal, 2007, v. 10, n. 2, p. 193, doi. 10.1111/j.1368-423X.2007.00205.x
- By:
- Publication type:
- Article
Works matching IS 13684221 AND DT 2007 AND VI 10 AND IP 2
Results: 12
1
2
Estimating option implied risk-neutral densities using spline and hypergeometric functions.
- Published in:
- Econometrics Journal, 2007, v. 10, n. 2, p. 216, doi. 10.1111/j.1368-423X.2007.00206.x
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- Publication type:
- Article
3
On the inconsistency of the unrestricted estimator of the information matrix near a unit root.
- Published in:
- Econometrics Journal, 2007, v. 10, n. 2, p. 245, doi. 10.1111/j.1368-423X.2007.00207.x
- By:
- Publication type:
- Article
4
Selection correction in panel data models: An application to the estimation of females' wage equations.
- Published in:
- Econometrics Journal, 2007, v. 10, n. 2, p. 263, doi. 10.1111/j.1368-423X.2007.00208.x
- By:
- Publication type:
- Article
5
A model selection method for S-estimation.
- Published in:
- Econometrics Journal, 2007, v. 10, n. 2, p. 294, doi. 10.1111/j.1368-423X.2007.00209.x
- By:
- Publication type:
- Article
6
Estimation of impulse response functions using long autoregression.
- Published in:
- Econometrics Journal, 2007, v. 10, n. 2, p. 453, doi. 10.1111/j.1368-423X.2007.00216.x
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- Publication type:
- Article
7
Method of moment estimation in the COGARCH(1,1) model.
- Published in:
- Econometrics Journal, 2007, v. 10, n. 2, p. 320, doi. 10.1111/j.1368-423X.2007.00210.x
- By:
- Publication type:
- Article
8
Propensity score matching without conditional independence assumption—with an application to the gender wage gap in the United Kingdom.
- Published in:
- Econometrics Journal, 2007, v. 10, n. 2, p. 359, doi. 10.1111/j.1368-423X.2007.00212.x
- By:
- Publication type:
- Article
9
Bayesian inference for the mixed conditional heteroskedasticity model.
- Published in:
- Econometrics Journal, 2007, v. 10, n. 2, p. 408, doi. 10.1111/j.1368-423X.2007.00213.x
- By:
- Publication type:
- Article
10
Two-stage estimation of limited dependent variable models with errors-in-variables.
- Published in:
- Econometrics Journal, 2007, v. 10, n. 2, p. 426, doi. 10.1111/j.1368-423X.2007.00214.x
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- Publication type:
- Article
11
Controlling for overdispersion in grouped conditional logit models: A computationally simple application of Dirichlet-multinomial regression.
- Published in:
- Econometrics Journal, 2007, v. 10, n. 2, p. 439, doi. 10.1111/j.1368-423X.2007.00215.x
- By:
- Publication type:
- Article
12
Numerical integration-based Gaussian mixture filters for maximum likelihood estimation of asymmetric stochastic volatility models.
- Published in:
- Econometrics Journal, 2007, v. 10, n. 2, p. 342, doi. 10.1111/j.1368-423X.2007.00211.x
- By:
- Publication type:
- Article