Crossref Citations
This Book has been
cited by the following publications. This list is generated based on data provided by Crossref.
Gouriéroux, Christian
1997.
ARCH Models and Financial Applications.
p.
43.
Gouriéroux, Christian
1997.
ARCH Models and Financial Applications.
p.
125.
van den Berg, Gerard J.
and
van der Klaauw, Bas
1998.
Combining Micro and Macro Unemployment Duration Data.
SSRN Electronic Journal ,
Thavaneswaran, A.
and
Heyde, C.C.
1999.
Prediction via estimating functions.
Journal of Statistical Planning and Inference,
Vol. 77,
Issue. 1,
p.
89.
Otten, Roger
and
Bams, Dennis
2001.
Statistical Tests For Return-Based Style Analysis.
SSRN Electronic Journal ,
Genius, Margarita
and
Strazzera, Elisabetta
2001.
Model Selection and Tests for Non Nested Contingent Valuation Models: An Assessment of Methods.
SSRN Electronic Journal ,
Hess, Dieter
2002.
Determinants of the Relative Price Impact of Non-anticipated Information in U.S. Macroeconomic Releases.
SSRN Electronic Journal ,
de Jong, Frank
Driessen, Joost
and
Pelsser, Antoon A.J.
2002.
On the Information in the Interest Rate Term Structure and Option Prices.
SSRN Electronic Journal ,
TSUKAI, Makoto
EJIRI, Ryo
OKUMURA, Makoto
and
KOBAYASHI, Kiyoshi
2002.
PRODUCTIVITY OF INFRASTRUCTURE AND SPILL OVER EFFECTS.
Doboku Gakkai Ronbunshu,
Vol. 2002,
Issue. 716,
p.
53.
Driessen, Joost
2002.
Is Default Event Risk Priced in Corporate Bonds?.
SSRN Electronic Journal ,
Dufour, Jean‐Marie
and
Khalaf, Lynda
2003.
A Companion to Theoretical Econometrics.
p.
494.
Wolf, Elke
2003.
Comparing the Part-time Wage Gap in Germany and the Netherlands.
SSRN Electronic Journal,
Gourieroux, Christian
and
Sufana, Razvan
2003.
Wishart Quadratic Term Structure Models.
SSRN Electronic Journal,
Hess, Dieter
2004.
Determinants of the relative price impact of unanticipated information in U.S. macroeconomic releases.
Journal of Futures Markets,
Vol. 24,
Issue. 7,
p.
609.
Poteshman, Allen M.
and
Mahani, Reza S.
2004.
Overreaction to Stock Market News and Misevaluation of Stock Prices by Unsophisticated Investors: Evidence from the Option Market.
SSRN Electronic Journal,
Toledo, Tomer
Choudhury, Charisma F.
and
Ben-Akiva, Moshe E.
2005.
Lane-Changing Model with Explicit Target Lane Choice.
Transportation Research Record: Journal of the Transportation Research Board,
Vol. 1934,
Issue. 1,
p.
157.
Jarrow, Robert A.
Teo, Melvyn
Tse, Yiu Kuen
and
Warachka, Mitch
2005.
Statistical Arbitrage and Market Efficiency: Enhanced Theory, Robust Tests and Further Applications.
SSRN Electronic Journal,
Aguirregabiria, Victor
and
Mira, Pedro
2006.
Sequential Estimation of Dynamic Discrete Games.
SSRN Electronic Journal,
de Castro, Mário
Galea, Manuel
and
Bolfarine, Heleno
2008.
Hypothesis testing in an errors‐in‐variables model with heteroscedastic measurement errors.
Statistics in Medicine,
Vol. 27,
Issue. 25,
p.
5217.
Dufour, Jean-Marie
2008.
The New Palgrave Dictionary of Economics.
p.
1.