The following pages link to Eduardo Rossi (Q473357):
Displaying 11 items.
- Inference on factor structures in heterogeneous panels (Q473358) (← links)
- (Q500534) (redirect page) (← links)
- Testing for no factor structures: on the use of Hausman-type statistics (Q500536) (← links)
- Chasing volatility. A persistent multiplicative error model with jumps (Q2294516) (← links)
- Efficient importance sampling maximum likelihood estimation of stochastic differential equations (Q2445730) (← links)
- Model and distribution uncertainty in multivariate GARCH estimation: a Monte Carlo analysis (Q2445735) (← links)
- Long Memory in Integrated and Realized Variance (Q2930712) (← links)
- Artificial regression testing in the GARCH‐in‐mean model (Q3367406) (← links)
- (Q3568964) (← links)
- Estimation of Long Memory in Integrated Variance (Q5080471) (← links)
- Independent Factor Autoregressive Conditional Density Model (Q5863555) (← links)
