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• Fabio Trojani

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Article provided by Elsevier in its journal Journal of Econometrics.

Volume (Year): 101 (2001)
Issue (Month): 1 (March)
Pages: 37-69
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Handle: RePEc:eee:econom:v:101:y:2001:i:1:p:37-69

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1. Cizek, P., 2009. "Generalized Methods of Trimmed Moments," Discussion Paper 2009-25, Tilburg University, Center for Economic Research. [Downloadable!]
2. Serigne N. Lo & Elvezio Ronchetti, 2006. "Robust Small Sample Accurate Inference in Moment Condition Models," Cahiers du Département d'Econométrie 2006.04, Département d'Econométrie, Université de Genève. [Downloadable!]
3. Cizek, P., 2008. "Semiparametric Robust Estimation of Truncated and Censored Regression Models," Discussion Paper 2008-34, Tilburg University, Center for Economic Research. [Downloadable!]
4. Veronika Czellar & G. Andrew Karolyi & Elvezio Ronchetti, 2005. "Indirect Robust Estimation of the Short-term Interest Rate Process;," Cahiers du Département d'Econométrie 2005.02, Département d'Econométrie, Université de Genève. [Downloadable!]
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   • Veronika Czellar & G. Andrew Karolyi & Elvezio Ronchetti, 2005. "Indirect Robust Estimation of the Short-term interest Rate Process," FAME Research Paper Series rp135, International Center for Financial Asset Management and Engineering. [Downloadable!]
   • Czellar, Veronika & Karolyi, G. Andrew & Ronchetti, Elvezio, 2007. "Indirect robust estimation of the short-term interest rate process," Journal of Empirical Finance, Elsevier, vol. 14(4), pages 546-563, September. [Downloadable!] (restricted)
5. Loriano Mancini & Elvezio Ronchetti & Fabio Trojani, 2005. "Optimal Conditionally Unbiased Bounded-Influence Inference in Dynamic Location and Scale Models," University of St. Gallen Department of Economics working paper series 2005 2005-01, Department of Economics, University of St. Gallen. [Downloadable!]
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   • Loriano Mancini & Elvezio Ronchetti & Fabio Trojani, 2004. "Optimal Conditionally Unbiased Bounded-Influence Inference in Dynamic Location and Scale Models," Cahiers du Département d'Econométrie 2004.04, Département d'Econométrie, Université de Genève. [Downloadable!]
   • Mancini, Loriano & Ronchetti, Elvezio & Trojani, Fabio, 2005. "Optimal Conditionally Unbiased Bounded-Influence Inference in Dynamic Location and Scale Models," Journal of the American Statistical Association, American Statistical Association, vol. 100, pages 628-641, June. [Downloadable!] (restricted)
6. Davide La Vecchia & Fabio Trojani, 2008. "Infinitesimal Robustness for Diffusions," University of St. Gallen Department of Economics working paper series 2008 2008-09, Department of Economics, University of St. Gallen. [Downloadable!]
7. Cizek, Pavel, 2006. "Efficient robust estimation of regression models," Discussion Paper 8, Tilburg University, Center for Economic Research.
8. Samuel Copt & Stephane Heritier, 2006. "Robust MM-Estimation and Inference in Mixed Linear Models," Cahiers du Département d'Econométrie 2006.01, Département d'Econométrie, Université de Genève. [Downloadable!]
9. Pavel Cizek & Wolfgang Härdle, 2006. "Robust Econometrics," SFB 649 Discussion Papers SFB649DP2006-050, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany. [Downloadable!]
10. Fabio Trojani & Markus Leippold & Paolo Vanini, 2005. "Learning and Asset Prices under Ambiguous Information," University of St. Gallen Department of Economics working paper series 2005 2005-03, Department of Economics, University of St. Gallen. [Downloadable!]
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11. Eva Cantoni, 2001. "Robust Inference Based on Quasi-likelihoods for Genralized Linear Models and Longitudinal Data," Cahiers du Département d'Econométrie 2001.02, Département d'Econométrie, Université de Genève. [Downloadable!]
12. Czellar, Veronika & Karolyi, G. Andrew & Ronchetti, Elvezio, 2005. "Indirect Robust Estimation of the Short-term Interest Rate Process," Working Paper Series 2005-4, Ohio State University, Charles A. Dice Center for Research in Financial Economics. [Downloadable!]

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