21 |
|
Moment approximation for least-squares estimators in dynamic regression models with a unit root
|
Kiviet, J. F.; Phillips, G. D.
|
Blackwell Publishers: The Royal Economic Society
|
2005
|
|
|
22 |
|
Non-linear GARCH models for highly persistent volatility
|
Lanne, M.; Saikkonen, P.
|
Blackwell Publishers: The Royal Economic Society
|
2005
|
|
|
23 |
|
Robust modelling of DTARCH models
|
Van Hui, Y.; Jiang, J.
|
Blackwell Publishers: The Royal Economic Society
|
2005
|
|
|
24 |
|
Functional-coefficient models under unit root behaviour
|
Juhl, T.
|
Blackwell Publishers: The Royal Economic Society
|
2005
|
|
|
25 |
|
Partially adaptive estimation via the maximum entropy densities
|
Wu, X.; Stengos, T.
|
Blackwell Publishers: The Royal Economic Society
|
2005
|
|
|
26 |
|
Estimation of the mean of a univariate normal distribution when the variance is not known
|
Danilov, D.
|
Blackwell Publishers: The Royal Economic Society
|
2005
|
|
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