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Results 41-50 of 23734.
Year of PublicationTitleAuthor(s)
2010Pricing an European gas storage facility using a continuous-time spot price model with GARCH diffusionSchlüter, Stephan; Davison, Matt
2011Spatial risk premium on weather derivatives and hedging weather exposure in electricityHärdle, Wolfgang Karl; Osipenko, Maria
2011Pointwise adaptive estimation for quantile regressionReiß, Markus; Rozenholc, Yves; Cuenod, Charles A.
2008Specification and estimation of spatial autoregressive models with autoregressive and heteroskedastic disturbancesKelejian, Harry H.; Prucha, Ingmar R.
2010Asymptotic distribution of JIVE in a heteroskedastic IV regression with many instrumentsChao, John C.; Swanson, Norman R.; Hausman, Jerry A.; Newey, Whitney K.; Woutersen, Tiemen
2013Common Correlated Effects Estimation of Heterogeneous Dynamic Panel Data Models with Weakly Exogenous RegressorsChudik, Alexander; Pesaran, M. Hashem
2011Testing overidentifying restrictions with many instruments and heteroskedasticityChao, John C.; Hausman, Jerry A.; Newey, Whitney K.; Swanson, Norman R.; Woutersen, Tiemen
2008GM estimation of higher-order spatial autoregressive processes in cross-section models with heteroskedastic disturbancesBadinger, Harald; Egger, Peter
2013Large Panel Data Models with Cross-Sectional Dependence: A SurveyChudik, Alexander; Pesaran, M. Hashem
2011Asymptotic distribution of JIVE in a heteroskedastic IV regression with many instrumentsChao, John C.; Swanson, Norman R.; Hausman, Jerry A.; Newey, Whitney K.; Woutersen, Tiemen