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Econometrics

Citations

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Cited by:

  1. David Veredas & Juan Rodriguez-Poo & Antoni Espasa, 2001. "On the (Intradaily) Seasonality and Dynamics of a Financial Point Process : A Semiparametric Approach," Working Papers 2001-19, Center for Research in Economics and Statistics.
  2. Roel C.A. Oomen, 2004. "Statistical Models for High Frequency Security Prices," Econometric Society 2004 North American Winter Meetings 77, Econometric Society.
  3. Ciaian, Pavel & Kancs, d'Artis & Pokrivcak, Jan, 2008. "Comparative Advantages, Transaction Costs and Factor Content in Agricultural Trade: Empirical Evidence from the CEE," 2008 International Congress, August 26-29, 2008, Ghent, Belgium 44135, European Association of Agricultural Economists.
  4. Scott E. Atkinson & Jeffrey H. Dorfman, 2009. "Feasible estimation of firm-specific allocative inefficiency through Bayesian numerical methods," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 24(4), pages 675-697.
  5. Bauwens, Luc & Giot, Pierre & Grammig, Joachim & Veredas, David, 2004. "A comparison of financial duration models via density forecasts," International Journal of Forecasting, Elsevier, vol. 20(4), pages 589-609.
  6. Bowsher, Clive G., 2007. "Modelling security market events in continuous time: Intensity based, multivariate point process models," Journal of Econometrics, Elsevier, vol. 141(2), pages 876-912, December.
  7. Iheb FRIJA, 2008. "La compétitivité de l'industrie d'habillement tunisienne. Atouts et limites (The tunisian clothing industry competitiveness : assets and limits)," Working Papers 200, Laboratoire de Recherche sur l'Industrie et l'Innovation. ULCO / Research Unit on Industry and Innovation.
  8. Luc, BAUWENS & Nikolaus, HAUTSCH, 2006. "Modelling Financial High Frequency Data Using Point Processes," Discussion Papers (ECON - Département des Sciences Economiques) 2006039, Université catholique de Louvain, Département des Sciences Economiques.
  9. Brownlees, C.T. & Gallo, G.M., 2006. "Financial econometric analysis at ultra-high frequency: Data handling concerns," Computational Statistics & Data Analysis, Elsevier, vol. 51(4), pages 2232-2245, December.
  10. Giovanni De Luca & Paola Zuccolotto, 2003. "Finite and infinite mixtures for financial durations," Metron - International Journal of Statistics, Dipartimento di Statistica, Probabilità e Statistiche Applicate - University of Rome, vol. 0(3), pages 431-455.
  11. Bauwens, L. & Galli, F., 2009. "Efficient importance sampling for ML estimation of SCD models," Computational Statistics & Data Analysis, Elsevier, vol. 53(6), pages 1974-1992, April.
  12. Wing Lon NG, 2004. "Duration and Order Type Clusters," Econometric Society 2004 Far Eastern Meetings 730, Econometric Society.
  13. Ola Simonsen, 2007. "An empirical model for durations in stocks," Annals of Finance, Springer, vol. 3(2), pages 241-255, March.
  14. Fatima Sol Murta, 2007. "The Money Market Daily Session :an UHF-GARCH Model Applied to the Portuguese Case Before and After the Introduction Of the Minimum Reserve System of the Single Monetary Policy," Brussels Economic Review, ULB -- Universite Libre de Bruxelles, vol. 50(3), pages 285-314.
  15. J. David Richardson & Chi Zhang, 1999. "Revealing Comparative Advantage: Chaotic or Coherent Patterns Across Time and Sector and U.S. Trading Partner?," NBER Working Papers 7212, National Bureau of Economic Research, Inc.
  16. Sule Akkoyunlu & Konstantin A. Kholodilin & Boriss Siliverstovs, 2006. "The Effect of Economic Reforms of 1980s and of the Customs Union 1996 upon the Turkish Intra-Industry Trade," Discussion Papers of DIW Berlin 649, DIW Berlin, German Institute for Economic Research.
  17. Kulan Ranasinghe & Mervyn J. Silvapulle, 2008. "Semiparametric estimation of duration models when the parameters are subject to inequality constraints and the error distribution is unknown," Monash Econometrics and Business Statistics Working Papers 1/08, Monash University, Department of Econometrics and Business Statistics.
  18. PREMINGER, Arie & HAFNER, Christian, 2006. "Deciding between GARCH and stochastic volatility via strong decision rules," LIDAM Discussion Papers CORE 2006042, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
  19. David L. Anderson & John Tressler, 2010. "The Merits of Using Citation-Based Journal Weighting Schemes to Measure Research Performance in Economics: The Case of New Zealand," Working Papers in Economics 10/03, University of Waikato.
  20. Dionne, Georges & Duchesne, Pierre & Pacurar, Maria, 2009. "Intraday Value at Risk (IVaR) using tick-by-tick data with application to the Toronto Stock Exchange," Journal of Empirical Finance, Elsevier, vol. 16(5), pages 777-792, December.
  21. Kulan Ranasinghe & Mervyn J. Silvapulle, 2008. "Semiparametric estimation of duration models when the parameters are subject to inequality constraints and the error distribution is unknown," Monash Econometrics and Business Statistics Working Papers 5/08, Monash University, Department of Econometrics and Business Statistics.
  22. Miriam Hein, 2005. "Wie hat sich die universitaere volkswirtschaftliche Forschung in der Schweiz seit Beginn der 90er Jahre entwickelt?�," TWI Research Paper Series 11, Thurgauer Wirtschaftsinstitut, Universität Konstanz.
  23. Vinokurov, Evgeny, 2007. "L’enclave russe de Kaliningrad : spécificité territoriale et intégration à l’économie mondiale [The Russian Enclave of Kaliningrad: Territorial Specificity and Integration with the World Economy]," MPRA Paper 20939, University Library of Munich, Germany.
  24. Lennart F. Hoogerheide & Johan F. Kaashoek, 2004. "Functional Approximations to Likelihoods/Posterior Densities: A Neural Network Approach to Efficient Sampling," Computing in Economics and Finance 2004 74, Society for Computational Economics.
  25. Stefania Mignani & Marcello Pagnini, 2021. "How effective is financial education? Evidence from the Emilia-Romagna region," Working Paper series 21-08, Rimini Centre for Economic Analysis.
  26. Wing Lon NG, 2004. "Duration and Order Type Clusters," Econometric Society 2004 Australasian Meetings 272, Econometric Society.
  27. Alfred Steinherr, 1995. "The Pivotal Role of the European Union for Central and Eastern Europe," Swiss Journal of Economics and Statistics (SJES), Swiss Society of Economics and Statistics (SSES), vol. 131(III), pages 303-327, September.
  28. Helena Beltran & Albert J. Menkveld, 2004. "Understanding limit order book depth: conditioning on trade informativeness," Econometric Society 2004 Latin American Meetings 142, Econometric Society.
  29. Catherine L. Mann, 1990. "Towards the next generation of newly industrializing economies: the roles for macroeconomic policy and the manufacturing sector," International Finance Discussion Papers 376, Board of Governors of the Federal Reserve System (U.S.).
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