Volume 33; Issue 2

Econometric Theory

Volume 33; Issue 2
1

GOODNESS-OF-FIT TESTS FOR MULTIVARIATE COPULA-BASED TIME SERIES MODELS

Berghaus, Betina, Bücher, Axel
Journal:
Econometric Theory
Year:
2017
Language:
english
File:
PDF, 505 KB
english, 2017
2

EFFICIENT ESTIMATION USING THE CHARACTERISTIC FUNCTION

Carrasco, Marine, Kotchoni, Rachidi
Journal:
Econometric Theory
Year:
2017
Language:
english
File:
PDF, 421 KB
english, 2017
3

ECT volume 33 issue 2 Cover and Front matter

Journal:
Econometric Theory
Year:
2017
Language:
english
File:
PDF, 119 KB
english, 2017
5

ECT volume 33 issue 2 Cover and Back matter

Journal:
Econometric Theory
Year:
2017
Language:
english
File:
PDF, 1.18 MB
english, 2017
6

ESTIMATING VOLATILITY FUNCTIONALS WITH MULTIPLE TRANSACTIONS

Jing, Bing-Yi, Liu, Zhi, Kong, Xin-Bing
Journal:
Econometric Theory
Year:
2017
Language:
english
File:
PDF, 625 KB
english, 2017
7

SPECIFICATION TESTS FOR MULTIPLICATIVE ERROR MODELS

Perera, Indeewara, Silvapulle, Mervyn J.
Journal:
Econometric Theory
Year:
2017
Language:
english
File:
PDF, 281 KB
english, 2017
8

EFFICIENT ESTIMATION OF INTEGRATED VOLATILITY AND RELATED PROCESSES

Renault, Eric, Sarisoy, Cisil, Werker, Bas J.M.
Journal:
Econometric Theory
Year:
2017
Language:
english
File:
PDF, 354 KB
english, 2017
9

GRANGER CAUSALITY AND STRUCTURAL CAUSALITY IN CROSS-SECTION AND PANEL DATA

Lu, Xun, Su, Liangjun, White, Halbert
Journal:
Econometric Theory
Year:
2017
Language:
english
File:
PDF, 256 KB
english, 2017