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A new instrumental variable estimation for diffusion processes

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  • Beong So

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  • Beong So, 2005. "A new instrumental variable estimation for diffusion processes," Annals of the Institute of Statistical Mathematics, Springer;The Institute of Statistical Mathematics, vol. 57(4), pages 733-745, December.
    • Handle: RePEc:spr:aistmt:v:57:y:2005:i:4:p:733-745
    DOI: 10.1007/BF02915435
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    References listed on IDEAS

    as
    1. So, Beong Soo & Shin, Dong Wan, 1999. "Cauchy Estimators For Autoregressive Processes With Applications To Unit Root Tests And Confidence Intervals," Econometric Theory, Cambridge University Press, vol. 15(2), pages 165-176, April.
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