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Conditions for Optimality in Experimental Designs

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  • Pierre Druilhet

    (Crest)

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  • Pierre Druilhet, 2001. "Conditions for Optimality in Experimental Designs," Working Papers 2001-20, Center for Research in Economics and Statistics.
    • Handle: RePEc:crs:wpaper:2001-20
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    File URL: http://crest.science/RePEc/wpstorage/2001-20.pdf
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    Cited by:

    1. Meddahi, N., 2001. "An Eigenfunction Approach for Volatility Modeling," Cahiers de recherche 2001-29, Centre interuniversitaire de recherche en économie quantitative, CIREQ.
    2. Peter F. Christoffersen & Francis X. Diebold, 2006. "Financial Asset Returns, Direction-of-Change Forecasting, and Volatility Dynamics," Management Science, INFORMS, vol. 52(8), pages 1273-1287, August.
    3. Peter Christoffersen & Francis X. Diebold, 2002. "Financial Asset Returns, Market Timing, and Volatility Dynamics," CIRANO Working Papers 2002s-02, CIRANO.
    4. Roberto Casarin, 2005. "Stochastic Processes in Credit Risk Modelling," Working Papers ubs0505, University of Brescia, Department of Economics.

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