The following pages link to David A. Hsieh (Q1053402):
Displaying 8 items.
- A heteroscedasticity-consistent covariance matrix estimator for time series regressions (Q1053403) (← links)
- Monte Carlo evidence on adaptive maximum likelihood estimation of a regression (Q1090025) (← links)
- Is mean-variance analysis applicable to hedge funds? (Q1277714) (← links)
- (Q1372926) (redirect page) (← links)
- Estimation of stochastic volatility models with diagnostics (Q1372927) (← links)
- (Q3374317) (← links)
- Estimation of Response Probabilities From Augmented Retrospective Observations (Q3709738) (← links)
- (Q4015733) (← links)
