UB Paderborn / Katalog / Suche / in CDI

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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Large Risks, Limited Liability, and Dynamic Moral Hazard

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

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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Semi-Parametric Models for the Multivariate Tail Dependence Function - the Asymptotically Dependent Case

Scandinavian journal of statistics, 2008-12, Vol.35 (4), p.701-718

2008

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Parameter Estimation for Differential Equation Models Using a Framework of Measurement Error in Regression Models

Journal of the American Statistical Association, 2008-12, Vol.103 (484), p.1570-1583

2008

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Testing Models of Low-Frequency Variability

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

2008

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Estimation of the Entropy Functional from Dependent Samples

Communications in statistics. Theory and methods, 2007-06, Vol.36 (8), p.1577-1589

Lim, Johan

2007

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A Functional Central Limit Theorem for the Realized Power Variation of Integrated Stable Processes

Stochastic analysis and applications, 2007-01, Vol.25 (1), p.169-186

2007

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On Studentising and Blocklength Selection for the Bootstrap on Time Series

Biometrical journal, 2005-06, Vol.47 (3), p.346-357

2005

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Statistical Inference under Symmetry

International statistical review, 2004-12, Vol.72 (3), p.409-422

Helland, Inge S.

2004

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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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Regression Modeling of a Physiological Parameter Affected by Both Intrinsic and Extrinsic Factors

Biometrical journal, 2002-10, Vol.44 (7), p.887-902

Qiu, Peihua

2002

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A Theory of Diversity

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

2002

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Logarithmic and power transformations in the context of fractionally integrated processes

Journal of statistical computation and simulation, 2002-01, Vol.72 (12), p.949-957

Gil-Alana, Luis

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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On the estimation of the parameters for the Littlewood model in software reliability

Statistica Neerlandica, 1995-07, Vol.49 (2), p.165-184

1995

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Dynamic modelling of life table data

Applied stochastic models and data analysis, 1995-03, Vol.11 (1), p.35-49

1995

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A Test of Exponentiality Vs. Monotone-Hazard Alternatives Derived from the Empirical Characteristic Function

Journal of the Royal Statistical Society. Series B, Statistical methodology, 1986-01, Vol.48 (2), p.206-213

1986

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LIKELIHOOD INFERENCE FOR A FRACTIONALLY COINTEGRATED VECTOR AUTOREGRESSIVE MODEL

DYNAMIC VALUATION DECOMPOSITION WITHIN STOCHASTIC ECONOMIES

Large Risks, Limited Liability, and Dynamic Moral Hazard

An Elementary Theory of Comparative Advantage

Long-Term Risk: An Operator Approach

Semi-Parametric Models for the Multivariate Tail Dependence Function - the Asymptotically Dependent Case

Parameter Estimation for Differential Equation Models Using a Framework of Measurement Error in Regression Models

Testing Models of Low-Frequency Variability

Estimation of the Entropy Functional from Dependent Samples

A Functional Central Limit Theorem for the Realized Power Variation of Integrated Stable Processes

On Studentising and Blocklength Selection for the Bootstrap on Time Series

Statistical Inference under Symmetry

the Block-Block Bootstrap: Improved Asymptotic Refinements

Regression Modeling of a Physiological Parameter Affected by Both Intrinsic and Extrinsic Factors

A Theory of Diversity

Logarithmic and power transformations in the context of fractionally integrated processes

Consistent model specification tests for time series econometric models

On the estimation of the parameters for the Littlewood model in software reliability

Dynamic modelling of life table data

A Test of Exponentiality Vs. Monotone-Hazard Alternatives Derived from the Empirical Characteristic Function

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