Semiparametric Duration Models

Research output: Working paperDiscussion paperOther research output

240 Downloads (Pure)
Original languageEnglish
Place of PublicationTilburg
PublisherEconometrics
Number of pages26
Volume2001-11
Publication statusPublished - 2001

Publication series

NameCentER Discussion Paper
Volume2001-11

Keywords

  • adaptiveness
  • durations
  • one-step improvement
  • semiparametric efficiency

Cite this

Drost, F. C., & Werker, B. J. M. (2001). Semiparametric Duration Models. (CentER Discussion Paper; Vol. 2001-11). Tilburg: Econometrics.
Drost, F.C. ; Werker, B.J.M. / Semiparametric Duration Models. Tilburg : Econometrics, 2001. (CentER Discussion Paper).
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title = "Semiparametric Duration Models",
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author = "F.C. Drost and B.J.M. Werker",
note = "Pagination: 26",
year = "2001",
language = "English",
volume = "2001-11",
series = "CentER Discussion Paper",
publisher = "Econometrics",
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Drost, FC & Werker, BJM 2001 'Semiparametric Duration Models' CentER Discussion Paper, vol. 2001-11, Econometrics, Tilburg.

Semiparametric Duration Models. / Drost, F.C.; Werker, B.J.M.

Tilburg : Econometrics, 2001. (CentER Discussion Paper; Vol. 2001-11).

Research output: Working paperDiscussion paperOther research output

TY - UNPB

T1 - Semiparametric Duration Models

AU - Drost, F.C.

AU - Werker, B.J.M.

N1 - Pagination: 26

PY - 2001

Y1 - 2001

KW - adaptiveness

KW - durations

KW - one-step improvement

KW - semiparametric efficiency

M3 - Discussion paper

VL - 2001-11

T3 - CentER Discussion Paper

BT - Semiparametric Duration Models

PB - Econometrics

CY - Tilburg

ER -

Drost FC, Werker BJM. Semiparametric Duration Models. Tilburg: Econometrics. 2001. (CentER Discussion Paper).