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Saart, Patrick W.'s
Scholarly Papers
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Aggregate Statistics |
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Total
Downloads
119 |
Total
Citations
5 |
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1.
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Saart, Patrick W.
University of Canterbury Gao, Jiti
Monash University - Department of Econometrics & Business Statistics Allen, David E.
Edith Cowan University - School of Finance and Business Economics
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17 Jul 12
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Last Revised:
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26 Sep 12
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42
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2
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2.
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Saart, Patrick W.
University of Canterbury Gao, Jiti
Monash University - Department of Econometrics & Business Statistics
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29
(248,439)
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1
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autoregressive conditional duration model, dependent point process, financial time series, hazard rate, high frequency data, semiparametric regression
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3.
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Saart, Patrick W.
University of Canterbury Gao, Jiti
Monash University - Department of Econometrics & Business Statistics Allen, David E.
Edith Cowan University - School of Finance and Business Economics
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05 Sep 12
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Last Revised:
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06 Sep 12
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23
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2
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Dependent point process, duration, hazard rate and random measure, irregularly
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4.
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Saart, Patrick W.
University of Canterbury Gao, Jiti
Monash University - Department of Econometrics & Business Statistics
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20
(277,805)
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Semiparametrics, Time Series, Curse of Dimensionality
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5.
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Kim, Nam Hyun
University of Adelaide Saart, Patrick W.
University of Canterbury
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07 Feb 13
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Last Revised:
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06 Mar 13
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4
(331,213)
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semiparametric models with endogeneity
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6.
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Kim, Nam Hyun
University of Adelaide Saart, Patrick W.
University of Canterbury Gao, Jiti
Monash University - Department of Econometrics & Business Statistics
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07 Feb 13
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Last Revised:
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29 Mar 13
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1
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endogeneity, generalized partially linear single index model, CF approach, generated regressor
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