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There are 1532 results for: content related to: Maximum Likelihood Estimation of Discretely Sampled Diffusions: A Closed-form Approximation Approach

  1. Discrete–Time Approximations of the Holmström–Milgrom Brownian–Motion Model of Intertemporal Incentive Provision

    Econometrica

    Volume 70, Issue 6, November 2002, Pages: 2225–2264, Martin F. Hellwig and Klaus M. Schmidt

    Version of Record online : 5 APR 2006, DOI: 10.1111/j.1468-0262.2002.00439.x

  2. Stochastic Models of Failure

    Reliability and Risk: A Bayesian Perspective

    Nozer D. Singpurwalla, Pages: 59–123, 2007

    Published Online : 19 NOV 2007, DOI: 10.1002/9780470060346.ch4

  3. The Effects of Random and Discrete Sampling when Estimating Continuous–Time Diffusions

    Econometrica

    Volume 71, Issue 2, March 2003, Pages: 483–549, Yacine Aït–Sahalia and Per A. Mykland

    Version of Record online : 24 OCT 2003, DOI: 10.1111/1468-0262.t01-1-00416

  4. MOS Performance versus Drain Current, Inversion Coefficient, and Channel Length

    Tradeoffs and Optimization in Analog CMOS Design

    David M. Binkley, Pages: 33–294, 2008

    Published Online : 18 JUL 2008, DOI: 10.1002/9780470033715.ch3

  5. Empirical Limits for Time Series Econometric Models

    Econometrica

    Volume 71, Issue 2, March 2003, Pages: 627–673, Werner Ploberger and Peter C. B. Phillips

    Version of Record online : 24 OCT 2003, DOI: 10.1111/1468-0262.00419

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

    Econometrica

    Volume 70, Issue 1, January 2002, Pages: 119–162, Donald W. K. Andrews

    Version of Record online : 12 DEC 2003, DOI: 10.1111/1468-0262.00271

  7. The Mirrlees Approach to Mechanism Design with Renegotiation (with Applications to Hold-up and Risk Sharing)

    Econometrica

    Volume 70, Issue 1, January 2002, Pages: 1–45, Ilya Segal and Michael D. Whinston

    Version of Record online : 12 DEC 2003, DOI: 10.1111/1468-0262.t01-1-00268

  8. Informational Size and Incentive Compatibility

    Econometrica

    Volume 70, Issue 6, November 2002, Pages: 2421–2453, Richard McLean and Andrew Postlewaite

    Version of Record online : 5 APR 2006, DOI: 10.1111/j.1468-0262.2002.00444.x

  9. Shift Restrictions and Semiparametric Estimation in Ordered Response Models

    Econometrica

    Volume 70, Issue 2, March 2002, Pages: 663–691, Roger W. Klein and Robert P. Sherman

    Version of Record online : 12 DEC 2003, DOI: 10.1111/1468-0262.00299

  10. Covariance Structure Analysis

    Structural Equation Modeling: A Bayesian Approach

    Sik-Yum Lee, Pages: 31–66, 2007

    Published Online : 8 AUG 2007, DOI: 10.1002/9780470024737.ch3

  11. Variation of the Hysteresis Loop with the Bouc–Wen Model Parameters

    Systems with Hysteresis: Analysis, Identification and Control using the Bouc - Wen Model

    Fayçal Ikhouane, José Rodellar, Pages: 63–111, 2007

    Published Online : 14 SEP 2007, DOI: 10.1002/9780470513200.ch4

  12. Isotone Equilibrium in Games of Incomplete Information

    Econometrica

    Volume 71, Issue 4, July 2003, Pages: 1191–1214, David McAdams 1

    Version of Record online : 24 OCT 2003, DOI: 10.1111/1468-0262.00443

  13. Band Spectral Regression with Trending Data

    Econometrica

    Volume 70, Issue 3, May 2002, Pages: 1067–1109, Dean Corbae, Sam Ouliaris and Peter C. B. Phillips

    Version of Record online : 12 DEC 2003, DOI: 10.1111/1468-0262.00319

  14. A Fractional Dickey–Fuller Test for Unit Roots

    Econometrica

    Volume 70, Issue 5, September 2002, Pages: 1963–2006, Juan J. Dolado, Jesús Gonzalo and Laura Mayoral

    Version of Record online : 10 FEB 2004, DOI: 10.1111/1468-0262.00359

  15. Collateral Avoids Ponzi Schemes in Incomplete Markets

    Econometrica

    Volume 70, Issue 4, July 2002, Pages: 1613–1638, Aloisio Araujo, Mário Rui Páscoa and Juan Pablo Torres–Martínez

    Version of Record online : 12 DEC 2003, DOI: 10.1111/1468-0262.00343

  16. Bootstrap Methods for Markov Processes

    Econometrica

    Volume 71, Issue 4, July 2003, Pages: 1049–1082, Joel L. Horowitz 1

    Version of Record online : 24 OCT 2003, DOI: 10.1111/1468-0262.00439

  17. Inference on the Quantile Regression Process

    Econometrica

    Volume 70, Issue 4, July 2002, Pages: 1583–1612, Roger Koenker and Zhijie Xiao

    Version of Record online : 12 DEC 2003, DOI: 10.1111/1468-0262.00342

  18. Is There a Curse of Dimensionality for Contraction Fixed Points in the Worst Case?

    Econometrica

    Volume 70, Issue 1, January 2002, Pages: 285–329, J. Rust, J. F. Traub and H. Wozniakowski

    Version of Record online : 12 DEC 2003, DOI: 10.1111/1468-0262.00276

  19. Measuring Dependence

    Actuarial Theory for Dependent Risks: Measures, Orders and Models

    M. Denuit, J. Dhaene, M. Goovaerts, R. Kaas, Pages: 245–283, 2006

    Published Online : 3 JUL 2006, DOI: 10.1002/0470016450.ch5

  20. Tax and Education Policy in a Heterogeneous-Agent Economy: What Levels of Redistribution Maximize Growth and Efficiency?

    Econometrica

    Volume 70, Issue 2, March 2002, Pages: 481–517, Roland Bénabou

    Version of Record online : 12 DEC 2003, DOI: 10.1111/1468-0262.00293