Results for Discipline:
Economic Statistics, Econometrics, Business Informatics
Hits 11-20 within 32 documents
Structural estimation of jump-diffusion processes in macroeconomics [journal article]
Source: Journal of Econometrics, 153 (2009) 2. p.196-210
Forward and backward dynamics in implicitly defined overlapping generations models [journal article]
Source: Journal of Economic Behavior & Organization, 71 (2009) 2. p.110-129
A Schumpeter-inspired Approach to the Construction of R&D Capital Stocks [journal article]
Source: Applied Economics, 39 (2006) 2. p.179-189
Quantiles, expectiles and splines [journal article]
Source: Journal of Econometrics, 152 (2009) 2. p.179-185
Estimating potential outcome distributions using local instrumental variables with an application to changes in college enrollment and wage inequality [journal article]
Source: Journal of Econometrics, 149 (2009) 2. p.191-208
An analysis of new firm survival using a hazard function [journal article]
Source: Applied Economics, 42 (2009) 2. p.185-195
Whittle estimation of EGARCH and other exponential volatility models [journal article]
Source: Journal of Econometrics, 151 (2009) 2. p.190-200
Analysis of the rebalancing frequency in log-optimal portfolio selection [journal article]
Source: Quantitative Finance, 10 (2010) 2. p.221-234
A multi-factor jump-diffusion model for commodities [journal article]
Source: Quantitative Finance, 8 (2008) 2. p.181-200
A new Technique for Calibrating Stochastic Volatility Models: The Malliavin Gradient Method [journal article]
Source: Quantitative Finance, 6 (2006) 2. p.147-158