Semiparametric Duration Models

Research output: Working paperDiscussion paperOther research output

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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

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