haku: @journal_id 1341 / yhteensä: 156
viitteet: 15-24 / 156
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 otsikkovuositekijä
15.
Semiparametric estimation of long-memory volatility dependencies: The role of high-frequency data
Journal of Econometrics
2000 : SEP, VOL. 98:1, p. 81-106
 2000 Bollerslev, T.
Wright, J. H.
16.
A Bayesian analysis of multiple-output production frontiers
Journal of Econometrics
2000 : SEP, VOL 98:1, p. 47-79
 2000 Fernández, C.
Koop, G.
Steel, M.
17.
Moments of Markov switching models
Journal of Econometrics
2000 : MAY, VOL. 96:1, p. 75-111
 2000 Timmermann, A.
18.
Testing for stationarity-ergodicity and for comovements between nonlinear discrete time Markov processes
Journal of Econometrics
2000 : MAY, VOL. 96:1, p. 39-73
 2000 Corradi, V.
Swanson, N. R.
White, H.
19.
Efficiency results of MLE and GMM estimation with sampling weights
Journal of Econometrics
2000 : MAY, VOL. 96:1, p. 25-37
 2000 Butler, J. S.
20.
A simple framework for nonparametric specification testing
Journal of Econometrics
2000 : MAY, VOL. 96:1, p. 1-23
 2000 Ellison, G.
Fisher Ellison, S.
21.
Using likelihood perspective to sharpen econometric discourse: Three examples
Journal of Econometrics
2000 : APR, VOL. 95:2, p. 443-462
 2000 Sims, C. A.
22.
Galton, Edgeworth, Frisch, and prospects for quantile regression in econometrics
Journal of Econometrics
2000 : APR, VOL. 95:2, p. 347-374
 2000 Koenker, R.
23.
Empirically relevant critical values for hypotesis tests: A bootstrap approach
Journal of Econometrics
2000 : APR, VOL. 95:2, p. 375-389
 2000 Horowitz, J. L.
Savin, N. E.
24.
Internet-based econometric computing
Journal of Econometrics
2000 : APR, VOL. 95:2, p. 333-345
 2000 Härdle, W.
Horowitz, J.
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