Large deviations of generalized method of moments and empirical likelihood estimators.
- Published in:
- Econometrics Journal, 2011, v. 14, n. 2, p. 321, doi. 10.1111/j.1368-423X.2011.00346.x
- By:
- Publication type:
- Article
Works matching IS 13684221 AND DT 2011 AND VI 14 AND IP 2
Results: 12
1
2
Quasi-maximum likelihood estimation of discretely observed diffusions.
- Published in:
- Econometrics Journal, 2011, v. 14, n. 2, p. 241, doi. 10.1111/j.1368-423X.2010.00324.x
- By:
- Publication type:
- Article
3
Regressions with asymptotically collinear regressors.
- Published in:
- Econometrics Journal, 2011, v. 14, n. 2, p. 304, doi. 10.1111/j.1368-423X.2010.00334.x
- By:
- Publication type:
- Article
4
Simple regression-based tests for spatial dependence.
- Published in:
- Econometrics Journal, 2011, v. 14, n. 2, p. 330, doi. 10.1111/j.1368-423X.2010.00338.x
- By:
- Publication type:
- Article
5
A Review of Micro-Econometrics: Methods of Moments and Limited Dependent Variables (2nd Ed.) by L.
- Published in:
- Econometrics Journal, 2011, v. 14, n. 2, p. B1, doi. 10.1111/j.1368-423X.2010.00322.x
- By:
- Publication type:
- Article
6
An I(2) cointegration model with piecewise linear trends.
- Published in:
- Econometrics Journal, 2011, v. 14, n. 2, p. 131, doi. 10.1111/j.1368-423X.2010.00333.x
- By:
- Publication type:
- Article
7
On the efficiency of a semi-parametric GARCH model.
- Published in:
- Econometrics Journal, 2011, v. 14, n. 2, p. 257, doi. 10.1111/j.1368-423X.2010.00337.x
- By:
- Publication type:
- Article
8
Test statistics for prospect and Markowitz stochastic dominances with applications.
- Published in:
- Econometrics Journal, 2011, v. 14, n. 2, p. 278, doi. 10.1111/j.1368-423X.2011.00348.x
- By:
- Publication type:
- Article
9
Misspecification in moment inequality models: back to moment equalities?
- Published in:
- Econometrics Journal, 2011, v. 14, n. 2, p. 186, doi. 10.1111/j.1368-423X.2010.00332.x
- By:
- Publication type:
- Article
10
Likelihood estimation of Lévy-driven stochastic volatility models through realized variance measures.
- Published in:
- Econometrics Journal, 2011, v. 14, n. 2, p. 204, doi. 10.1111/j.1368-423X.2010.00336.x
- By:
- Publication type:
- Article
11
Cointegration and sampling frequency.
- Published in:
- Econometrics Journal, 2011, v. 14, n. 2, p. 156, doi. 10.1111/j.1368-423X.2010.00329.x
- By:
- Publication type:
- Article
12
Non-parametric identification of the mixed proportional hazards model with interval-censored durations.
- Published in:
- Econometrics Journal, 2011, v. 14, n. 2, p. 343, doi. 10.1111/j.1368-423X.2011.00347.x
- By:
- Publication type:
- Article