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Publications by A. Jeffrey
Nonparametric Estimation of a Multifactor Heath-Jarrow-Morton Model: An Integrated Approach
Journal of Financial Econometrics
Economics
Econometrics
Finance
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The Estimation of the Heath-Jarrow-Morton Model by Use of Kalman Filtering Techniques
Computational Approaches to Economic Problems
A Structural Heath–Jarrow–Morton Framework for Consistent Intraday Spot and Futures Electricity Prices
Quantitative Finance
Economics
Econometrics
Finance
Nonparametric Instrumental Variables Estimation of a Quantile Regression Model
Working Paper Series
Nonparametric Instrumental Variables Estimation of a Quantile Regression Model
Econometrica
Economics
Econometrics
Vehicle Subsystems' Energy Losses and Model-Based Approach for Fuel Efficiency Estimation Towards an Integrated Optimisation
International Journal of Vehicle Design
Automotive Engineering
Mechanical Engineering
An Integrated Multi-Fingerprint Sensitivity-Nested Approach for Regional Model Parameter Estimation and Catchment Similarity Assessment
Hydrology and Earth System Sciences Discussions
Earth
Earth-Surface Processes
Planetary Sciences
Nonparametric Estimation of a Polarization Measure
Nonparametric Conditional Estimation
Nonparametric Estimation in a One-Way Error Component Model: A Monte Carlo Analysis
Statistical Science and Interdisciplinary Research