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Econometrics. (2004). Rombouts, Jeroen ; Bauwens, Luc ; Rombouts, Jeroen V. K., .
In: Papers.
RePEc:zbw:caseps:200433.

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  1. The Merits of Using Citation-Based Journal Weighting Schemes to Measure Research Performance in Economics: The Case of New Zealand. (2010). Tressler, John ; Anderson, David ; Tresler, John .
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  2. The marginal likelihood of Structural Time Series Models, with application to the euroareaa nd US NAIRU. (2008). .
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  3. La compétitivité de lindustrie dhabillement tunisienne. Atouts et limites (The tunisian clothing industry competitiveness : assets and limits). (2008). FRIJA, Iheb .
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  4. Semiparametric estimation of duration models when the parameters are subject to inequality constraints and the error distribution is unknown. (2008). Ranasinghe, Kulan ; Silvapulle, Mervyn J..
    In: Monash Econometrics and Business Statistics Working Papers.
    RePEc:msh:ebswps:2008-5.

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  5. Semiparametric estimation of duration models when the parameters are subject to inequality constraints and the error distribution is unknown. (2008). Ranasinghe, Kulan ; Silvapulle, Mervyn J..
    In: Monash Econometrics and Business Statistics Working Papers.
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  6. Comparative Advantages, Transaction Costs and Factor Content in Agricultural Trade: Empirical Evidence from the CEE. (2008). Pokrivcak, Jan ; Kancs, d'Artis ; Ciaian, Pavel.
    In: 2008 International Congress, August 26-29, 2008, Ghent, Belgium.
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  7. L’enclave russe de Kaliningrad : spécificité territoriale et intégration à l’économie mondiale. (2007). Винокуров, Евгений ; Vinokurov, Evgeny .
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  8. An empirical model for durations in stocks. (2007). .
    In: Annals of Finance.
    RePEc:kap:annfin:v:3:y:2007:i:2:p:241-255.

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  9. Efficient importance sampling for ML estimation of SCD models. (2007). Galli, Fausto ; Bauwens, Luc.
    In: Discussion Papers (ECON - Département des Sciences Economiques).
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  10. The Money Market Daily Session :an UHF-GARCH Model Applied to the Portuguese Case Before and After the Introduction Of the Minimum Reserve System of the Single Monetary Policy. (2007). Sol Murta, Fátima.
    In: Brussels Economic Review.
    RePEc:bxr:bxrceb:2013/80335.

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  11. Financial Econometric Analysis at Ultra–High Frequency: Data Handling Concerns. (2006). Gallo, Giampiero ; Brownlees, Christian.
    In: Econometrics Working Papers Archive.
    RePEc:fir:econom:wp2006_03.

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  12. The Effect of Economic Reforms of 1980s and of the Customs Union 1996 upon the Turkish Intra-Industry Trade. (2006). Siliverstovs, Boriss ; Kholodilin, Konstantin ; Akkoyunlu, Sule.
    In: Discussion Papers of DIW Berlin.
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  13. Modelling Financial High Frequency Data Using Point Processes. (2006). Hautsch, Nikolaus ; Bauwens, Luc ; Luc, Bauwens ; Nikolaus, HAUTSCH.
    In: Discussion Papers (ECON - Département des Sciences Economiques).
    RePEc:ctl:louvec:2006039.

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  14. Deciding between GARCH and stochastic volatility via strong decision rules. (2006). Hafner, Christian ; Preminger, Arie.
    In: CORE Discussion Papers.
    RePEc:cor:louvco:2006042.

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  15. Wie hat sich die universitaere volkswirtschaftliche Forschung in der Schweiz seit Beginn der 90er Jahre entwickelt?�. (2005). Hein, Miriam .
    In: TWI Research Paper Series.
    RePEc:twi:respas:0011.

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  16. Intraday Value at Risk (IVaR) Using Tick-by-Tick Data with Application to the Toronto Stock Exchange. (2005). Duchesne, Pierre ; Dionne, Georges ; Pacurar, Maria .
    In: Cahiers de recherche.
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  17. Feasible Estimation of Firm-Specific Allocative Inefficiency through Bayesian Numerical Methods. (2005). Dorfman, Jeffrey ; Atkinson, Scott.
    In: 2005 Annual meeting, July 24-27, Providence, RI.
    RePEc:ags:aaea05:19402.

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  18. Functional Approximations to Likelihoods/Posterior Densities: A Neural Network Approach to Efficient Sampling. (2004). KAASHOEK, Johan F. ; Hoogerheide, Lennart F..
    In: Computing in Economics and Finance 2004.
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  19. Statistical Models for High Frequency Security Prices. (2004). Oomen, Roel.
    In: Econometric Society 2004 North American Winter Meetings.
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  20. Understanding limit order book depth: conditioning on trade informativeness. (2004). Menkveld, Albert ; BELTRAN, Helena .
    In: Econometric Society 2004 Latin American Meetings.
    RePEc:ecm:latm04:142.

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  21. Duration and Order Type Clusters. (2004). Ng, Wing Lon .
    In: Econometric Society 2004 Far Eastern Meetings.
    RePEc:ecm:feam04:730.

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  22. Duration and Order Type Clusters. (2004). Ng, Wing Lon .
    In: Econometric Society 2004 Australasian Meetings.
    RePEc:ecm:ausm04:272.

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  23. Modelling Security Market Events in Continuous Time: Intensity Based, Multivariate Point Process Models. (2003). Bowsher, Clive.
    In: Economics Papers.
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  24. Finite and infinite mixtures for financial durations. (2003). De Luca, Giovanni ; Zuccolotto, Paola .
    In: Metron - International Journal of Statistics.
    RePEc:mtn:ancoec:030307.

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  25. On the (intradaily) seasonality and dynamics of a financial point process: a semiparametric approach.. (2001). Veredas, David ; Espasa, Antoni ; Rodriguez-Poo, Juan M..
    In: DES - Working Papers. Statistics and Econometrics. WS.
    RePEc:cte:wsrepe:ws013321.

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  26. A Comparison of Financial Duration Models via Density Forecasts. (2000). Veredas, David ; Grammig, Joachim ; Giot, Pierre ; Bauwens, Luc.
    In: Econometric Society World Congress 2000 Contributed Papers.
    RePEc:ecm:wc2000:0810.

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  27. Revealing Comparative Advantage: Chaotic or Coherent Patterns Across Time and Sector and U.S. Trading Partner?. (1999). Zhang, Chi ; Richardson, David J..
    In: NBER Working Papers.
    RePEc:nbr:nberwo:7212.

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  28. The Pivotal Role of the European Union for Central and Eastern Europe. (1995). Steinherr, Alfred.
    In: Swiss Journal of Economics and Statistics (SJES).
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  29. Towards the next generation of newly industrializing economies: the roles for macroeconomic policy and the manufacturing sector. (1990). Mann, Catherine.
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