Results for Discipline:
Economic Statistics, Econometrics, Business Informatics
Hits 11-20 within 24 documents
A comparison of mean-variance efficiency tests [journal article]
Source: Journal of Econometrics, 154 (2009) 1. p.16-34
Studying co-movements in large multivariate data prior to multivariate modelling [journal article]
Source: Journal of Econometrics, 148 (2009) 1. p.25-35
Semiparametric estimation of binary response models with endogenous regressors [journal article]
Source: Journal of Econometrics, 153 (2009) 1. p.51-64
Excess heterogeneity, endogeneity and index restrictions [journal article]
Source: Journal of Econometrics, 152 (2009) 1. p.37-45
Adaptive estimation of the dynamics of a discrete time stochastic volatility model [journal article]
Source: Journal of Econometrics, 154 (2009) 1. p.59-73
Two estimators of the long-run variance: beyond short memory [journal article]
Source: Journal of Econometrics, 150 (2009) 1. p.56-70
Do horses like vodka and sponging? On market manipulation and the favourite-longshot bias [journal article]
Source: Applied Economics, 40 (2008) 1. p.75-87
Dynamics of state price densities [journal article]
Source: Journal of Econometrics, 150 (2009) 1. p.1-15
The use of combination forecasting approach and its application to regional market analysis [journal article]
Source: Region: the journal of ERSA, 1 (2014) 1. p.Y1-Y7
Edgeworth expansions and normalizing transforms for inequality measures [journal article]
Source: Journal of Econometrics, 150 (2009) 1. p.16-29