Results for Discipline:
Economic Statistics, Econometrics, Business Informatics
Hits 1-10 within 24 documents
Comments on: Michael P. Keane 'Structural vs. atheoretic approaches to econometrics' [journal article]
Source: Journal of Econometrics, 156 (2009) 1. p.25-26
Consistent estimation of a general nonparametric regression function in time series [journal article]
Source: Journal of Econometrics, 152 (2009) 1. p.70-78
The Geometry of Crashes - A Measure of the Dynamics of Stock Market Crises [journal article]
Source: Quantitative Finance, 7 (2007) 1. p.63-74
Consistent noisy independent component analysis [journal article]
Source: Journal of Econometrics, 149 (2009) 1. p.12-25
The distribution of dairy farm size in Poland: a Markov approach based on information theory [journal article]
Source: Applied Economics, 41 (2009) 1. p.55-69
A Lévy process for the GNIG probability law with 2nd order stochastic volatility and applications to option pricing [journal article]
Source: Quantitative Finance, 10 (2010) 1. p.75-90
Testing the assumptions behind importance sampling [journal article]
Source: Journal of Econometrics, 149 (2009) 1. p.2-11
Business Cycles, Bifurcations and Chaos in a Neo-Classical Model with Investment Dynamics [journal article]
Source: Journal of Economic Behavior & Organization, 67 (2008) 1. p.57-77
Stochastic model specification search for Gaussian and partial non-Gaussian state space models [journal article]
Source: Journal of Econometrics, 154 (2009) 1. p.85-100
On the statistical identification of DSGE models [journal article]
Source: Journal of Econometrics, 150 (2009) 1. p.99-115