Works matching IS 13684221 AND DT 2011 AND VI 14 AND IP 2
Results: 12
Quasi-maximum likelihood estimation of discretely observed diffusions.
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- Econometrics Journal, 2011, v. 14, n. 2, p. 241, doi. 10.1111/j.1368-423X.2010.00324.x
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Large deviations of generalized method of moments and empirical likelihood estimators.
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- Econometrics Journal, 2011, v. 14, n. 2, p. 321, doi. 10.1111/j.1368-423X.2011.00346.x
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Regressions with asymptotically collinear regressors.
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- Econometrics Journal, 2011, v. 14, n. 2, p. 304, doi. 10.1111/j.1368-423X.2010.00334.x
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Simple regression-based tests for spatial dependence.
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- Econometrics Journal, 2011, v. 14, n. 2, p. 330, doi. 10.1111/j.1368-423X.2010.00338.x
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A Review of Micro-Econometrics: Methods of Moments and Limited Dependent Variables (2nd Ed.) by L.
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- Econometrics Journal, 2011, v. 14, n. 2, p. B1, doi. 10.1111/j.1368-423X.2010.00322.x
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An I(2) cointegration model with piecewise linear trends.
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- Econometrics Journal, 2011, v. 14, n. 2, p. 131, doi. 10.1111/j.1368-423X.2010.00333.x
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On the efficiency of a semi-parametric GARCH model.
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- Econometrics Journal, 2011, v. 14, n. 2, p. 257, doi. 10.1111/j.1368-423X.2010.00337.x
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Test statistics for prospect and Markowitz stochastic dominances with applications.
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- Econometrics Journal, 2011, v. 14, n. 2, p. 278, doi. 10.1111/j.1368-423X.2011.00348.x
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- Article
Misspecification in moment inequality models: back to moment equalities?
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- Econometrics Journal, 2011, v. 14, n. 2, p. 186, doi. 10.1111/j.1368-423X.2010.00332.x
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Likelihood estimation of Lévy-driven stochastic volatility models through realized variance measures.
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- Econometrics Journal, 2011, v. 14, n. 2, p. 204, doi. 10.1111/j.1368-423X.2010.00336.x
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Non-parametric identification of the mixed proportional hazards model with interval-censored durations.
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- Econometrics Journal, 2011, v. 14, n. 2, p. 343, doi. 10.1111/j.1368-423X.2011.00347.x
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Cointegration and sampling frequency.
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- Econometrics Journal, 2011, v. 14, n. 2, p. 156, doi. 10.1111/j.1368-423X.2010.00329.x
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- Article