ÂÜÀòÉç¹ÙÍø

: : : TOC : : journals

Relevant ARCategory:

---

Explaining individual response using aggregated data
–Bram van Dijk and Richard Paap [] []

Indirect estimation of large conditionally heteroskedastic factor models, with an application to the Dow 30 stocks
–Enrique Sentana, Giorgio Calzolari and Gabriele Fiorentini [] []

Forecasting the yield curve in a data-rich environment: A no-arbitrage factor-augmented VAR approach?
–Emanuel Moench [] []

A Gaussian approximation scheme for computation of option prices in stochastic volatility models
–Ai-ru (Meg) Cheng, A. Ronald Gallant, Chuanshu Ji and Beom S. Lee [] []

The limit distribution of the estimates in cointegrated regression models with multiple structural changes?
–Mohitosh Kejriwal and Pierre Perron [] []

Partial identification and testable restrictions in multi-unit auctions
–David McAdams [] []

Exact computation of max weighted score estimators
–Kostas Florios and Spyros Skouras [] []

Pseudo-likelihood estimation and bootstrap inference for structural discrete Markov decision models?
–Hiroyuki Kasahara and Katsumi Shimotsu [] []

Confidence sets for partially identified parameters that satisfy a finite number of moment inequalities
–Adam M. Rosen [] []

Quasi-maximum likelihood estimators for spatial dynamic panel data with fixed effects when both n and T are large?
–Jihai Yu, Robert de Jong and Lung-fei Lee [] []

A joint serial correlation test for linear panel data models
–Takashi Yamagata [] []

Asymptotic and bootstrap tests for linearity in a TAR-GARCH(1,1) model with a unit root
–Nikolay Gospodinov [] []

The wild bootstrap, tamed at last
–Russell Davidson and Emmanuel Flachaire [] []

Testing for structural change in regression quantiles
–Zhongjun Qu [] []

Local likelihood estimation of truncated regression and its partial derivatives: Theory and application
–Byeong U. Park, Léopold Simar and Valentin Zelenyuk [] []

---