Volume 64; Issue 3

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Econometrica
Volume 64; Issue 3

Econometrica

Volume 64; Issue 3

1

Consistency and Asymptotic Normality of the Quasi-Maximum Likelihood Estimator in IGARCH(1,1) and Covariance Stationary GARCH(1,1) Models

Lumsdaine, Robin L.

Journal:

Year:

1996

Language:

english

File:

PDF, 468 KB

english, 1996

2

Admissibility of the Likelihood Ratio Test when the Parameter Space is Restricted under the Alternative

Andrews, Donald W. K.

Journal:

Year:

1996

Language:

english

File:

PDF, 324 KB

english, 1996

3

Unemployment Insurance Rules, Joblessness, and Part-Time Work

McCall, Brian P.

Journal:

Year:

1996

Language:

english

File:

PDF, 791 KB

english, 1996

4

Nonparametric Pricing of Interest Rate Derivative Securities

Ait-Sahalia, Yacine

Journal:

Year:

1996

Language:

english

File:

PDF, 752 KB

english, 1996

5

Changes in Background Risk and Risk Taking Behavior

Eeckhoudt, Louis, Gollier, Christian, Schlesinger, Harris

Journal:

Year:

1996

Language:

english

File:

PDF, 223 KB

english, 1996

6

Federal Fiscal Constitutions: Risk Sharing and Moral Hazard

Persson, Torsten, Tabellini, Guido

Journal:

Year:

1996

Language:

english

File:

PDF, 527 KB

english, 1996

7

Convergence Rates of SNP Density Estimators

Fenton, Victor M., Gallant, A. Ronald

Journal:

Year:

1996

Language:

english

File:

PDF, 352 KB

english, 1996

8

Asymptotically Optimal Smoothing with Arch Models

Nelson, Daniel B.

Journal:

Year:

1996

Language:

english

File:

PDF, 407 KB

english, 1996

9

Testing for Parameter Constancy in Linear Regressions: An Empirical Distribution Function Approach

Journal:

Year:

1996

Language:

english

File:

PDF, 672 KB

english, 1996

10

Maintaining a Reputation Against a Long-Lived Opponent

Celetani, Marco, Fudenberg, Drew, Levine, David K., Pesendorfer, Wolfgang

Journal:

Year:

1996

Language:

english

File:

PDF, 434 KB

english, 1996