Hits 1-6 within 6 documents
Multivariate location-scale mixtures of normals and mean-variance-skewness portfolio allocation [journal article]
Source: Journal of Econometrics, 153 (2009) 2. p.105-121
Regression density estimation using smooth adaptive Gaussian mixtures [journal article]
Source: Journal of Econometrics, 153 (2009) 2. p.155-173
Sequential conditional correlations: Inference and evaluation [journal article]
Source: Journal of Econometrics, 153 (2009) 2. p.122-132
Structural estimation of jump-diffusion processes in macroeconomics [journal article]
Source: Journal of Econometrics, 153 (2009) 2. p.196-210
Semiparametric estimation of binary response models with endogenous regressors [journal article]
Source: Journal of Econometrics, 153 (2009) 1. p.51-64
The effect of microaggregation by individual ranking on the estimation of moments [journal article]
Source: Journal of Econometrics, 153 (2009) 2. p.174-182