Arie Preminger

Available identifiers

Publication	Date of Publication	Type
Least‐squares estimation of GARCH(1,1) models with heavy‐tailed errors	2022-08-02	Paper
Estimation under mode effects and proxy surveys, accounting for non-ignorable nonresponse	2021-09-01	Paper
The effect of additive outliers on a fractional unit root test	2018-11-12	Paper
On Asymptotic Theory for ARCH (∞) Models	2017-12-01	Paper
An ARCH model without intercept	2015-10-05	Paper
A note on the Tobit model in the presence of a duration variable	2015-09-29	Paper
Theory and inference for a Markov switching GARCH model	2011-05-31	Paper
Deciding between GARCH and stochastic volatility via strong decision rules	2009-12-10	Paper
On asymptotic theory for multivariate GARCH models	2009-09-28	Paper
ASYMPTOTIC THEORY FOR A FACTOR GARCH MODEL	2009-06-11	Paper
A model selection method for S‐estimation	2007-11-21	Paper
Using the Penalized Likelihood Method for Model Selection with Nuisance Parameters Present only under the Alternative: An Application to Switching Regression Models	2006-05-24	Paper

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