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Density Estimation Using Inverse and Reciprocal Inverse Gaussian Kernels Author info | Abstract | Publisher info | Download info | Related research | Statistics O. Scaillet
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Paper provided by THEMA (THéorie Economique, Modélisation et Applications), Université de Cergy-Pontoise in its series THEMA Working Papers with number
2001-24.
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Date of creation: 2001Date of revision:
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References listed on IDEAS Please report citation or reference errors to , or , if you are the registered author of the cited work, log in to your RePEc Author Service profile , click on "citations" and make appropriate adjustments.: Diamond, Peter A, 1982.
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Other versions: Gali, Jordi, 1996.
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Other versions:
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Marcelo Fernandes & Joachim Grammig, 2003.
"Nonparametric specification tests for conditional duration models ,"
Economics Working Papers (Ensaios Economicos da EPGE)
502, Graduate School of Economics, Getulio Vargas Foundation (Brazil).
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Fernandes, M. & Grammig, J., 2000.
"Non-Parametric Specification Tests for Conditional Duration Models ,"
Economics Working Papers
eco2000/4, European University Institute.
Marcelo Fernandes & Joachim Grammig, 2000.
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"Nonparametric specification tests for conditional duration models ,"
Journal of Econometrics ,
Elsevier, vol. 127(1), pages 35-68, July.
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