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LIKELIHOOD INFERENCE FOR A FRACTIONALLY COINTEGRATED VECTOR AUTOREGRESSIVE MODEL

Econometrica, 2012-11, Vol.80 (6), p.2667-2732

2012

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DYNAMIC VALUATION DECOMPOSITION WITHIN STOCHASTIC ECONOMIES

Econometrica, 2012-05, Vol.80 (3), p.911-967

Hansen, Lars Peter

2012

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Coarse quantization for random interleaved sampling of bandlimited signals

ESAIM. Mathematical modelling and numerical analysis, 2012-05, Vol.46 (3), p.605-618

2012

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Sequential Estimation of a Continuous Distribution Function from Delayed Observations

Communications in statistics. Theory and methods, 2011-01, Vol.40 (10), p.1717-1733

Stępień-Baran, Agnieszka

2011

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Asymptotic Behaviors of the Lorenz Curve for Censored Data Under Strong Mixing

Communications in statistics. Theory and methods, 2011-01, Vol.40 (2), p.323-332

2011

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Geometric Ergodicity and Moment Conditions for a Seasonal GARCH Model with Periodic Coefficients

Communications in statistics. Theory and methods, 2010-01, Vol.39 (1), p.38-51

2010

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Efficiency of a Class of Unbiased Estimators for the Invariant Distribution Function of a Diffusion Process

Communications in statistics. Theory and methods, 2010-01, Vol.39 (1), p.177-185

Negri, Ilia

2010

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Large Risks, Limited Liability, and Dynamic Moral Hazard

Econometrica, 2010-01, Vol.78 (1), p.73-118

2010

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Strong Gaussian Approximations of Product-Limit and Quantile Processes for Strong Mixing and Censored Data

Communications in statistics. Theory and methods, 2010-01, Vol.39 (12), p.2271-2279

2010

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An Elementary Theory of Comparative Advantage

Econometrica, 2009-07, Vol.77 (4), p.1165-1192

Costinot, Arnaud

2009

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Long-Term Risk: An Operator Approach

Econometrica, 2009-01, Vol.77 (1), p.177-234

2009

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Testing Models of Low-Frequency Variability

Econometrica, 2008-09, Vol.76 (5), p.979-1016

2008

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Accuracy of Simulations for Stochastic Dynamic Models

Econometrica, 2005-11, Vol.73 (6), p.1939-1976

2005

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the Block-Block Bootstrap: Improved Asymptotic Refinements

Econometrica, 2004-05, Vol.72 (3), p.673-700

Andrews, Donald W. K.

2004

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Bootstrap Unit Root Tests

Econometrica, 2003-11, Vol.71 (6), p.1845-1895

Park, Joon Y.

2003

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Asymptotic equivalence of the jackknife and infinitesimal jackknife variance estimators for some smooth statistics

Annals of the Institute of Statistical Mathematics, 2003-10, Vol.55 (3), p.555-561

GOTTLIEB, Alex D

2003

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Bootstrap Methods for Markov Processes

Econometrica, 2003-07, Vol.71 (4), p.1049-1082

Horowitz, Joel L.

2003

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A Theory of Diversity

Econometrica, 2002-05, Vol.70 (3), p.1155-1198

2002

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Higher-Order Improvements of a Computationally Attractive k-Step Bootstrap for Extremum Estimators

Econometrica, 2002-01, Vol.70 (1), p.119-162

Andrews, Donald W. K.

2002

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Consistent model specification tests for time series econometric models

Journal of econometrics, 1999-09, Vol.92 (1), p.101-147

Li, Qi

1999

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Noncausality in Continuous Time

Econometrica, 1996-09, Vol.64 (5), p.1195-1212

1996

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A bibliometric study on ageing and reception processes of scientific literature

Journal of information science, 1995-01, Vol.21 (1), p.37-53

1995

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LIKELIHOOD INFERENCE FOR A FRACTIONALLY COINTEGRATED VECTOR AUTOREGRESSIVE MODEL

DYNAMIC VALUATION DECOMPOSITION WITHIN STOCHASTIC ECONOMIES

Coarse quantization for random interleaved sampling of bandlimited signals

Sequential Estimation of a Continuous Distribution Function from Delayed Observations

Asymptotic Behaviors of the Lorenz Curve for Censored Data Under Strong Mixing

Geometric Ergodicity and Moment Conditions for a Seasonal GARCH Model with Periodic Coefficients

Efficiency of a Class of Unbiased Estimators for the Invariant Distribution Function of a Diffusion Process

Large Risks, Limited Liability, and Dynamic Moral Hazard

Strong Gaussian Approximations of Product-Limit and Quantile Processes for Strong Mixing and Censored Data

An Elementary Theory of Comparative Advantage

Long-Term Risk: An Operator Approach

Testing Models of Low-Frequency Variability

Accuracy of Simulations for Stochastic Dynamic Models

the Block-Block Bootstrap: Improved Asymptotic Refinements

Bootstrap Unit Root Tests

Asymptotic equivalence of the jackknife and infinitesimal jackknife variance estimators for some smooth statistics

Bootstrap Methods for Markov Processes

A Theory of Diversity

Higher-Order Improvements of a Computationally Attractive k-Step Bootstrap for Extremum Estimators

Consistent model specification tests for time series econometric models

Noncausality in Continuous Time

A bibliometric study on ageing and reception processes of scientific literature

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