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Publications in Philosophy of Science

Conditional and Structural Error Correction Models Reply

Journal of Econometrics
Philosophy of ScienceApplied MathematicsEconomicsEconometricsHistory
1995English

Properties and Estimation of Asymmetric Exponential Power Distribution

Journal of Econometrics
Philosophy of ScienceApplied MathematicsEconomicsEconometricsHistory
2009English

Estimation of Polynomial Distributed Lags and Leads With End Point Constraints

Journal of Econometrics
Philosophy of ScienceApplied MathematicsEconomicsEconometricsHistory
1992English

Linear Regression Using Both Temporally Aggregated and Temporally Disaggregated Data

Journal of Econometrics
Philosophy of ScienceApplied MathematicsEconomicsEconometricsHistory
1982English

Asset Pricing With a Factor-Arch Covariance Structure

Journal of Econometrics
Philosophy of ScienceApplied MathematicsEconomicsEconometricsHistory
1990English

Yield Curve Estimation by Kernel Smoothing Methods

Journal of Econometrics
Philosophy of ScienceApplied MathematicsEconomicsEconometricsHistory
2001English

Modeling the Interdependence of Volatility and Inter-Transaction Duration Processes

Journal of Econometrics
Philosophy of ScienceApplied MathematicsEconomicsEconometricsHistory
2002English

Estimating Quadratic Variation Consistently in the Presence of Endogenous and Diurnal Measurement Error

Journal of Econometrics
Philosophy of ScienceApplied MathematicsEconomicsEconometricsHistory
2008English

Measuring Volatility With the Realized Range

Journal of Econometrics
Philosophy of ScienceApplied MathematicsEconomicsEconometricsHistory
2007English

A Multiple Indicators Model for Volatility Using Intra-Daily Data

Journal of Econometrics
Philosophy of ScienceApplied MathematicsEconomicsEconometricsHistory
2006English

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