Ian Domowitz

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List of research outcomes

This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon!

PublicationDate of PublicationType
A consistent nonparametric test of ergodicity for time series with applications
Journal of Econometrics
2002-03-19Paper
Order flow and the bid-ask spread: an empirical probability model of screen-based trading
Journal of Economic Dynamics and Control
1998-07-22Paper
scientific article; zbMATH DE number 880296 (Why is no real title available?)1996-05-21Paper
Auctions as algorithms. Computerized trade execution and price discovery
Journal of Economic Dynamics and Control
1994-01-16Paper
scientific article; zbMATH DE number 4201414 (Why is no real title available?)1988-01-01Paper
Nonlinear Regression with Dependent Observations
Econometrica
1984-01-01Paper
Misspecified models with dependent observations
Journal of Econometrics
1982-01-01Paper


Research outcomes over time


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