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Number of items: 5.


Bu, R ORCID: 0000-0002-3947-3038, Hadri, Kaddour and Kristensen, Dennis (2021) Diffusion Copulas: Identification and Estimation. Journal of Econometrics, 221 (2). pp. 616-643.


Bu, Ruijun ORCID: 0000-0002-3947-3038 and Hadri, Kaddour (2007) Estimating option implied risk‐neutral densities using spline and hypergeometric functions. The Econometrics Journal, 10 (2). pp. 216-244.


Bu, Ruijun ORCID: 0000-0002-3947-3038, McCabe, Brendan ORCID: 0000-0002-9731-1766 and Hadri, Kaddour (2008) Maximum likelihood estimation of higher‐order integer‐valued autoregressive processes. Journal of Time Series Analysis, 29 (6). pp. 973-994.


Bu, Ruijun ORCID: 0000-0002-3947-3038, Cheng, Jie and Hadri, Kaddour (2016) Reducible diffusions with time-varying transformations with application to short-term interest rates. ECONOMIC MODELLING, 52. pp. 266-277.


Rao, Yao ORCID: 0000-0003-1341-3456, Hadri, Kaddour and Bu, Ruijun ORCID: 0000-0002-3947-3038 (2010) TESTING FOR STATIONARITY IN HETEROGENEOUS PANEL DATA IN THE CASE OF MODEL MISSPECIFICATION. Bulletin of Economic Research, 62 (3). pp. 209-225.

This list was generated on Mon Mar 11 18:17:26 2024 GMT.