Nonlinearities, exponential trends, and Euler equations are three key features of standard dynamic volatility models of speculation, economic growth, or macroeconomic fluctuations with occasionally binding constraints and ...

In this work a new method is proposed of separated estimation for the ARMA spectral model based on the modified Yule-Walker equations and on the least squares method. The proposal of the new method consists of performing ...

This paper continues the empirical research line started by Crepon et al. (Crepon, B., Duguet, E. and Mairesse, J. (1998) Research, Innovation, and Productivity: An Econometric Analysis at the Firm Level. Economics of ...

In this work a new method is proposed of separated estimation for the ARMA spectral model based on the modified Yule-Walker equations and on the least squares method. The proposal of the new method consists of performing ...

We characterize the performance of the widely used least-squares estimator in astrometry in terms of a comparison with the Cramer-Rao lower variance bound. In this inference context the performance of the least-squares ...

Dolby's (1976) ultrastructural model with no replications is investigated within the class of the elliptical distributions. General asymptotic results are given for the sample covariance matrix S in the presence of incidental ...

We characterize the performance of the widely used least-squares estimator in astrometry in terms of a comparison with the Cramér–Rao lower variance bound. In this inference context the performance of the leastsquares estimator ...

We study the asymptotic properties of the Adaptive LASSO (adaLASSO) in sparse, high-dimensional, linear time-series models. The adaLASSO is a one-step implementation of the family of folded concave penalized least-squares. ...

In this work, we present the BMM 2D estimator, a robust estimator for the parameters of the bidimensional autoregressive model (AR-2D model). The new estimator is a two-dimensional extension of the BMM estimator for the ...