| no |
title |
author |
magazine |
year |
volume |
issue |
page(s) |
type |
| 1 |
A bootstrap-assisted spectral test of white noise under unknown dependence
|
Shao, Xiaofeng
|
|
2011
|
162 |
2 |
p. 213-224
12 p.
|
article
|
| 2 |
A martingale approach for testing diffusion models based on infinitesimal operator
|
Song, Zhaogang
|
|
2011
|
162 |
2 |
p. 189-212
24 p.
|
article
|
| 3 |
A new class of asymptotically efficient estimators for moment condition models
|
Fan, Yanqin
|
|
2011
|
162 |
2 |
p. 268-277
10 p.
|
article
|
| 4 |
Bayesian estimation of an extended local scale stochastic volatility model
|
Deschamps, Philippe J.
|
|
2011
|
162 |
2 |
p. 369-382
14 p.
|
article
|
| 5 |
Bayesian inference in a correlated random coefficients model: Modeling causal effect heterogeneity with an application to heterogeneous returns to schooling
|
Li, Mingliang
|
|
2011
|
162 |
2 |
p. 345-361
17 p.
|
article
|
| 6 |
Editorial Board
|
|
|
2011
|
162 |
2 |
p. IFC-
1 p.
|
article
|
| 7 |
Estimating structural changes in regression quantiles
|
Oka, Tatsushi
|
|
2011
|
162 |
2 |
p. 248-267
20 p.
|
article
|
| 8 |
Estimation of fractional integration under temporal aggregation
|
Hassler, Uwe
|
|
2011
|
162 |
2 |
p. 240-247
8 p.
|
article
|
| 9 |
Fourth order pseudo maximum likelihood methods
|
Holly, Alberto
|
|
2011
|
162 |
2 |
p. 278-293
16 p.
|
article
|
| 10 |
Generalized runs tests for the IID hypothesis
|
Cho, Jin Seo
|
|
2011
|
162 |
2 |
p. 326-344
19 p.
|
article
|
| 11 |
Integrated variance forecasting: Model based vs. reduced form
|
Sizova, Natalia
|
|
2011
|
162 |
2 |
p. 294-311
18 p.
|
article
|
| 12 |
Modeling frailty-correlated defaults using many macroeconomic covariates
|
Koopman, Siem Jan
|
|
2011
|
162 |
2 |
p. 312-325
14 p.
|
article
|
| 13 |
Multivariate realised kernels: Consistent positive semi-definite estimators of the covariation of equity prices with noise and non-synchronous trading
|
Barndorff-Nielsen, Ole E.
|
|
2011
|
162 |
2 |
p. 149-169
21 p.
|
article
|
| 14 |
Nonparametric model validations for hidden Markov models with applications in financial econometrics
|
Zhao, Zhibiao
|
|
2011
|
162 |
2 |
p. 225-239
15 p.
|
article
|
| 15 |
Regression with imputed covariates: A generalized missing-indicator approach
|
Dardanoni, Valentino
|
|
2011
|
162 |
2 |
p. 362-368
7 p.
|
article
|
| 16 |
Stick-breaking autoregressive processes
|
Griffin, J.E.
|
|
2011
|
162 |
2 |
p. 383-396
14 p.
|
article
|
Journal description