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There are 18515 results for: content related to: An arbitrage-free generalized Nelson–Siegel term structure model

  1. Introducing Uncertainty in Multidiscipline Ship Design

    Naval Engineers Journal

    Volume 122, Issue 2, June 2010, Pages: 41–52, SHARI HANNAPEL and NICKOLAS VLAHOPOULOS

    Article first published online : 7 JAN 2011, DOI: 10.1111/j.1559-3584.2010.00267.x

  2. Two-step series estimation of sample selection models

    The Econometrics Journal

    Volume 12, Issue s1, January 2009, Pages: S217–S229, Whitney K. Newey

    Article first published online : 1 JUL 2009, DOI: 10.1111/j.1368-423X.2008.00263.x

  3. Goodness-of-fit tests for functional data

    The Econometrics Journal

    Volume 12, Issue s1, January 2009, Pages: S1–S18, Federico A. Bugni, Peter Hall, Joel L. Horowitz and George R. Neumann

    Article first published online : 1 JUL 2009, DOI: 10.1111/j.1368-423X.2008.00266.x

  4. On the impact of error cross-sectional dependence in short dynamic panel estimation

    The Econometrics Journal

    Volume 12, Issue 1, March 2009, Pages: 62–81, Vasilis Sarafidis and Donald Robertson

    Article first published online : 27 NOV 2008, DOI: 10.1111/j.1368-423X.2008.00260.x

  5. Assessing the magnitude of the concentration parameter in a simultaneous equations model

    The Econometrics Journal

    Volume 12, Issue 1, March 2009, Pages: 26–44, D. S. Poskitt and C. L. Skeels

    Article first published online : 19 FEB 2009, DOI: 10.1111/j.1368-423X.2008.00268.x

  6. More on monotone instrumental variables

    The Econometrics Journal

    Volume 12, Issue s1, January 2009, Pages: S200–S216, Charles F. Manski and John V. Pepper

    Article first published online : 1 JUL 2009, DOI: 10.1111/j.1368-423X.2008.00262.x

  7. Invalidity of the bootstrap and the m out of n bootstrap for confidence interval endpoints defined by moment inequalities

    The Econometrics Journal

    Volume 12, Issue s1, January 2009, Pages: S172–S199, Donald W. K. Andrews and Sukjin Han

    Article first published online : 1 JUL 2009, DOI: 10.1111/j.1368-423X.2008.00265.x

  8. Testing for volatility interactions in the Constant Conditional Correlation GARCH model

    The Econometrics Journal

    Volume 12, Issue 1, March 2009, Pages: 147–163, Tomoaki Nakatani and Timo Teräsvirta

    Article first published online : 19 FEB 2009, DOI: 10.1111/j.1368-423X.2008.00261.x

  9. Promotion Tournaments and Individual Performance Pay

    Journal of Economics & Management Strategy

    Volume 19, Issue 3, Fall 2010, Pages: 699–731, Anja Schöttner and Veikko Thiele

    Article first published online : 28 SEP 2010, DOI: 10.1111/j.1530-9134.2010.00267.x

  10. Large-sample inference on spatial dependence

    The Econometrics Journal

    Volume 12, Issue s1, January 2009, Pages: S68–S82, P. M. Robinson

    Article first published online : 1 JUL 2009, DOI: 10.1111/j.1368-423X.2008.00264.x

  11. An Algorithm for Stable and Equitable Coalition Structures with Public Goods

    Journal of Public Economic Theory

    Volume 8, Issue 3, August 2006, Pages: 345–355, FAN-CHIN KUNG

    Article first published online : 8 AUG 2006, DOI: 10.1111/j.1467-9779.2006.00267.x

  12. CLASSICAL AND IMPULSE STOCHASTIC CONTROL FOR THE OPTIMIZATION OF THE DIVIDEND AND RISK POLICIES OF AN INSURANCE FIRM

    Mathematical Finance

    Volume 16, Issue 1, January 2006, Pages: 181–202, Abel Cadenillas, Tahir Choulli, Michael Taksar and Lei Zhang

    Article first published online : 4 JAN 2006, DOI: 10.1111/j.1467-9965.2006.00267.x

  13. Asymptotic properties of estimators for the volume fractions of jointly stationary random sets

    Statistica Neerlandica

    Volume 58, Issue 4, November 2004, Pages: 388–406, S. Böhm, V. Schmidt and L. Heinrich

    Article first published online : 6 DEC 2004, DOI: 10.1111/j.1467-9574.2004.00267.x

  14. A mixture-distribution factor model for multivariate outliers

    The Econometrics Journal

    Volume 10, Issue 3, November 2007, Pages: 605–636, Iliyan Georgiev

    Article first published online : 25 OCT 2007, DOI: 10.1111/j.1368-423X.2007.00224.x

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    The econometrics of mean-variance efficiency tests: a survey

    The Econometrics Journal

    Volume 12, Issue 3, November 2009, Pages: C65–C101, Enrique Sentana

    Article first published online : 24 NOV 2009, DOI: 10.1111/j.1368-423X.2009.00295.x

  16. Should Courts Enforce Credit Contracts Strictly?

    The Economic Journal

    Volume 115, Issue 500, January 2005, Pages: 166–184, Alberto Zazzaro

    Article first published online : 22 DEC 2004, DOI: 10.1111/j.1468-0297.2004.00964.x

  17. Efficient GMM with nearly-weak instruments

    The Econometrics Journal

    Volume 12, Issue s1, January 2009, Pages: S135–S171, Bertille Antoine and Eric Renault

    Article first published online : 1 JUL 2009, DOI: 10.1111/j.1368-423X.2009.00279.x

  18. Distribution-free specification tests for dynamic linear models

    The Econometrics Journal

    Volume 12, Issue s1, January 2009, Pages: S105–S134, Miguel A. Delgado, Javier Hidalgo and Carlos Velasco

    Article first published online : 1 JUL 2009, DOI: 10.1111/j.1368-423X.2009.00280.x

  19. Bootstrapping Autoregression under Non-stationary Volatility

    The Econometrics Journal

    Volume 11, Issue 1, March 2008, Pages: 1–26, Ke-Li Xu

    Article first published online : 24 JAN 2008, DOI: 10.1111/j.1368-423X.2008.00235.x

  20. Method of moment estimation in the COGARCH(1,1) model

    The Econometrics Journal

    Volume 10, Issue 2, July 2007, Pages: 320–341, S. Haug, C. Klüppelberg, A. Lindner and M. Zapp

    Article first published online : 3 JUN 2007, DOI: 10.1111/j.1368-423X.2007.00210.x