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There are 23006 results for: content related to: Non-stationary non-parametric volatility model

  1. Rank estimation of partially linear index models

    The Econometrics Journal

    Volume 14, Issue 3, October 2011, Pages: 409–437, Jason Abrevaya and Youngki Shin

    Version of Record online : 24 OCT 2011, DOI: 10.1111/j.1368-423X.2011.00352.x

  2. Testing for common trends in semi-parametric panel data models with fixed effects

    The Econometrics Journal

    Volume 15, Issue 1, February 2012, Pages: 56–100, Yonghui Zhang, Liangjun Su and Peter C. B. Phillips

    Version of Record online : 16 FEB 2012, DOI: 10.1111/j.1368-423X.2011.00361.x

  3. Break point estimators for a slope shift: levels versus first differences

    The Econometrics Journal

    Volume 15, Issue 1, February 2012, Pages: 154–169, Jingjing Yang

    Version of Record online : 16 FEB 2012, DOI: 10.1111/j.1368-423X.2011.00355.x

  4. Instrumental regression in partially linear models

    The Econometrics Journal

    Volume 15, Issue 2, June 2012, Pages: 304–324, Jean-Pierre Florens, Jan Johannes and Sébastien Van Bellegem

    Version of Record online : 17 JUL 2012, DOI: 10.1111/j.1368-423X.2011.00358.x

  5. Generalized empirical likelihood testing in semiparametric conditional moment restrictions models

    The Econometrics Journal

    Volume 15, Issue 1, February 2012, Pages: 1–31, Francesco Bravo

    Version of Record online : 16 FEB 2012, DOI: 10.1111/j.1368-423X.2011.00354.x

  6. Non-parametric detection and estimation of structural change

    The Econometrics Journal

    Volume 15, Issue 3, October 2012, Pages: 420–461, Dennis Kristensen

    Version of Record online : 28 NOV 2012, DOI: 10.1111/j.1368-423X.2012.00378.x

  7. Non-parametric time-varying coefficient panel data models with fixed effects

    The Econometrics Journal

    Volume 14, Issue 3, October 2011, Pages: 387–408, Degui Li, Jia Chen and Jiti Gao

    Version of Record online : 24 OCT 2011, DOI: 10.1111/j.1368-423X.2011.00350.x

  8. TRUE UPPER BOUNDS FOR BERMUDAN PRODUCTS VIA NON-NESTED MONTE CARLO

    Mathematical Finance

    Volume 19, Issue 1, January 2009, Pages: 53–71, Denis Belomestny, Christian Bender and John Schoenmakers

    Version of Record online : 15 JAN 2009, DOI: 10.1111/j.1467-9965.2008.00357.x

  9. TESTING FOR PRO-POORNESS OF GROWTH, WITH AN APPLICATION TO MEXICO

    Review of Income and Wealth

    Volume 55, Issue 4, December 2009, Pages: 853–881, Abdelkrim Araar, Jean-Yves Duclos, Mathieu Audet and Paul Makdissi

    Version of Record online : 6 NOV 2009, DOI: 10.1111/j.1475-4991.2009.00357.x

  10. Semi-parametric estimation of non-separable models: a minimum distance from independence approach

    The Econometrics Journal

    Volume 13, Issue 3, October 2010, Pages: S28–S55, Ivana Komunjer and Andres Santos

    Version of Record online : 21 SEP 2010, DOI: 10.1111/j.1368-423X.2010.00317.x

  11. On the problem of inference for inequality measures for heavy-tailed distributions

    The Econometrics Journal

    Volume 15, Issue 1, February 2012, Pages: 125–153, Christian Schluter

    Version of Record online : 16 FEB 2012, DOI: 10.1111/j.1368-423X.2011.00356.x

  12. A Semiparametric Model for Recapture Experiments

    Scandinavian Journal of Statistics

    Volume 30, Issue 4, December 2003, Pages: 667–676, Yan Wang and Paul S. F. Yip

    Version of Record online : 23 OCT 2003, DOI: 10.1111/1467-9469.00357

  13. Consumption Externalities, Habit Formation and Equilibrium Efficiency

    The Scandinavian Journal of Economics

    Volume 106, Issue 2, June 2004, Pages: 231–251, Jaime Alonso-Carrera, Jordi Caballé and Xavier Raurich

    Version of Record online : 17 JUN 2004, DOI: 10.1111/j.0347-0520.2004.00357.x

  14. Weak and strong cross-section dependence and estimation of large panels

    The Econometrics Journal

    Volume 14, Issue 1, February 2011, Pages: C45–C90, Alexander Chudik, M. Hashem Pesaran and Elisa Tosetti

    Version of Record online : 18 FEB 2011, DOI: 10.1111/j.1368-423X.2010.00330.x

  15. AN EFFICIENT MODEL FOR ENHANCING TEXT CATEGORIZATION USING SENTENCE SEMANTICS

    Computational Intelligence

    Volume 26, Issue 3, August 2010, Pages: 215–231, Shady Shehata, Fakhri Karray and Mohamed S. Kamel

    Version of Record online : 27 JUL 2010, DOI: 10.1111/j.1467-8640.2010.00357.x

  16. Goodness-of-fit tests of normality for the innovations in ARMA models

    Journal of Time Series Analysis

    Volume 25, Issue 3, May 2004, Pages: 373–395, Gilles R. Ducharme and Pierre Lafaye de Micheaux

    Version of Record online : 14 MAY 2004, DOI: 10.1111/j.1467-9892.2004.01875.x

  17. Testing for rational bubbles in a coexplosive vector autoregression

    The Econometrics Journal

    Volume 15, Issue 2, June 2012, Pages: 226–254, Tom Engsted and Bent Nielsen

    Version of Record online : 17 JUL 2012, DOI: 10.1111/j.1368-423X.2012.00369.x

  18. Non-stationary regression with logistic transition

    The Econometrics Journal

    Volume 15, Issue 2, June 2012, Pages: 255–287, Yoosoon Chang, Bibo Jiang and Joon Park

    Version of Record online : 17 JUL 2012, DOI: 10.1111/j.1368-423X.2012.00371.x

  19. Non-parametric regression under location shifts

    The Econometrics Journal

    Volume 14, Issue 3, October 2011, Pages: 457–486, Peter C. B. Phillips and Liangjun Su

    Version of Record online : 24 OCT 2011, DOI: 10.1111/j.1368-423X.2011.00344.x

  20. Likelihood estimation of Lévy-driven stochastic volatility models through realized variance measures

    The Econometrics Journal

    Volume 14, Issue 2, July 2011, Pages: 204–240, Almut E. D. Veraart

    Version of Record online : 7 JUN 2011, DOI: 10.1111/j.1368-423X.2010.00336.x