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
- By:
- Publication type:
- Article
Works matching IS 13684221 AND DT 2009 AND VI 12 AND IP 2
Results: 11
1
2
Looking for skewness in financial time series.
- Published in:
- Econometrics Journal, 2009, v. 12, n. 2, p. 310, doi. 10.1111/j.1368-423X.2009.00281.x
- By:
- Publication type:
- Article
3
The empirical process of autoregressive residuals.
- Published in:
- Econometrics Journal, 2009, v. 12, n. 2, p. 367, doi. 10.1111/j.1368-423X.2009.00282.x
- By:
- Publication type:
- Article
4
Bayesian estimation of a random effects heteroscedastic probit model.
- Published in:
- Econometrics Journal, 2009, v. 12, n. 2, p. 324, doi. 10.1111/j.1368-423X.2009.00283.x
- By:
- Publication type:
- Article
5
Multivariate stochastic volatility, leverage and news impact surfaces.
- Published in:
- Econometrics Journal, 2009, v. 12, n. 2, p. 292, doi. 10.1111/j.1368-423X.2009.00284.x
- By:
- Publication type:
- Article
6
Blockwise generalized empirical likelihood inference for non-linear dynamic moment conditions models.
- Published in:
- Econometrics Journal, 2009, v. 12, n. 2, p. 208, doi. 10.1111/j.1368-423X.2009.00286.x
- By:
- Publication type:
- Article
7
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
- By:
- Publication type:
- Article
8
On skewness and kurtosis of econometric estimators.
- Published in:
- Econometrics Journal, 2009, v. 12, n. 2, p. 232, doi. 10.1111/j.1368-423X.2009.00289.x
- By:
- Publication type:
- Article
9
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
- By:
- Publication type:
- Article
10
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
- By:
- Publication type:
- Article
11
Adaptive pointwise estimation in time-inhomogeneous conditional heteroscedasticity models.
- Published in:
- Econometrics Journal, 2009, v. 12, n. 2, p. 248, doi. 10.1111/j.1368-423X.2009.00292.x
- By:
- Publication type:
- Article