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Publisher: Elsevier

Volume 93, Number 1, November 1999

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Efficiency comparisons of maximum-likelihood-based estimators in GARCH models
pp. 93-111(19)
Authors: Gonzalez-Rivera, G.; Drost, F.C.

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Indirect estimation of ARFIMA and VARFIMA models
pp. 149-175(27)
Authors: Martin, V.L.; Wilkins, N.P.

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Efficient estimation of panel data models with strictly exogenous explanatory variables - a Monte Carlo Study
pp. 177-201(25)
Authors: So Im, K.; Ahn, S.C.; Schmidt, P.; Wooldridge, J.M.

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