Semiparametric Duration Models

Feike C. Drost (f.c.drost@uvt.nl) and Bas Werker

No 2001-11, Discussion Paper from Tilburg University, Center for Economic Research

Keywords: adaptiveness; durations; one-step improvement; semiparametric efficiency (search for similar items in EconPapers)
Date: 2001
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Journal Article: Semiparametric Duration Models (2004)
Working Paper: Semiparametric duration models (2004)
Working Paper: Semiparametric Duration Models (2001)
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