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Citations for "Econometric Methods"

by Tripathi, Gautam

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  1. Peter C.B. Philips & Yangru Wu & Jun Yu, 2009. "Explosive Behavior in the 1990s Nasdaq : When Did Exuberance Escalate Asset Values?," Finance Working Papers 23050, East Asian Bureau of Economic Research.
  2. Alexandre Manoel Angelo da Silva, 2001. "Setor Aéreo Doméstico Brasileiro: uma Função Custo," Anais do XXIX Encontro Nacional de Economia [Proceedings of the 29th Brazilian Economics Meeting] 069, ANPEC - Associação Nacional dos Centros de Pósgraduação em Economia [Brazilian Association of Graduate Programs in Economics].
  3. Carroll, Christopher D. & Parker, Jonathan A. & Souleles, Nicholas S., 2014. "The benefits of panel data in consumer expenditure surveys," CFS Working Paper Series 465, Center for Financial Studies (CFS).
  4. Peter C. B. Phillips & Jun Yu, 2008. "Simulation-based Estimation of Contingent-claims Prices," Finance Working Papers 22473, East Asian Bureau of Economic Research.
  5. Chihwa Kao & Lung-fei Lee & Mark M. Pitt, 2001. "Simulated Maximum Likelihood Estimation of the Linear Expenditure System with Binding Non-Negativity Constraints," Annals of Economics and Finance, Society for AEF, vol. 2(1), pages 215-235, May.
  6. Stuart J. Fowler & Jennifer J. Wilgus, 2011. "An Estimatable DCDP Model of Search and Matching in Real Estate Markets," Working Papers 201105, Middle Tennessee State University, Department of Economics and Finance.
  7. Antonis Demos & Stelios Arvanitis, 2010. "Stochastic Expansions and Moment Approximations for Three Indirect Estimators," DEOS Working Papers 1004, Athens University of Economics and Business.
  8. Christian Gouriéroux & Peter C. B. Phillips & Jun Yu, 2006. "Indirect Inference for Dynamic Panel Models," Development Economics Working Papers 22421, East Asian Bureau of Economic Research.
  9. Michael Creel & Dennis Kristensen, . "Indirect Likelihood Inference," Working Papers 558, Barcelona Graduate School of Economics.
  10. Siem Jan Koopman & Neil Shephard, 2002. "Testing the Assumptions Behind the Use of Importance Sampling," Economics Papers 2002-W17, Economics Group, Nuffield College, University of Oxford.
  11. Peter Fuleky & Eric Zivot, 2011. "Indirect Inference Based on the Score," Working Papers 201109, University of Hawaii at Manoa, Department of Economics.
  12. Peter C.B. Phillips & Jun Yu, 2007. "Maximum Likelihood and Gaussian Estimation of Continuous Time Models in Finance," Cowles Foundation Discussion Papers 1597, Cowles Foundation for Research in Economics, Yale University.
  13. Gould, Brian W. & Yen, Steven T., 2002. "Food Demand In Mexico: A Quasi-Maximum Likelihood Approach," 2002 Annual meeting, July 28-31, Long Beach, CA 19667, American Agricultural Economics Association (New Name 2008: Agricultural and Applied Economics Association).
  14. Yu, Jun, 2014. "Econometric Analysis Of Continuous Time Models: A Survey Of Peter Phillips’S Work And Some New Results," Econometric Theory, Cambridge University Press, vol. 30(04), pages 737-774, August.
  15. repec:kap:iaecre:v:15:y:2009:i:1:p:59-70 is not listed on IDEAS
  16. Garbis Iradian, 2005. "Inequality, Poverty, and Growth; Cross-Country Evidence," IMF Working Papers 05/28, International Monetary Fund.
  17. Grammig, Joachim G. & Peter, Franziska J., 2008. "International price discovery in the presence of market microstructure effects," CFR Working Papers 08-10, University of Cologne, Centre for Financial Research (CFR).
  18. Jun Yu, 2009. "Econometric Analysis of Continuous Time Models : A Survey of Peter Phillips’ Work and Some New Results," Microeconomics Working Papers 23046, East Asian Bureau of Economic Research.
This information is provided to you by IDEAS at the Research Division of the Federal Reserve Bank of St. Louis using RePEc data.