Federico M. Bandi
CFDPs
CFDP 1522 | Federico M. Bandi, Peter C. B. Phillips, "A Simple Approach to the Parametric Estimation of Potentially Nonstationary Diffusions," (June 2005) [49pp, Abstract] (See: 1205) | |
CFDP 1332 | Federico M. Bandi, Peter C. B. Phillips, "Fully Nonparametric Estimation of Scalar Diffusion Models," (September 2001) [47pp, Abstract] (See: 1050) |
CFPs
CFP 1205 | Federico M. Bandi, Peter C. B. Phillips, "A Simple Approach to the Parametric Estimation of Potentially Nonstationary Diffusions," Journal of Econometrics, (April 2007), 137(2): 354-395 (See CFDP 1522) | |
CFP 1050 | Federico M. Bandi, Peter C. B. Phillips, "Fully Nonparametric Estimation of Scalar Diffusion Models," Econometrica, (January 2003), 71(1): 241-283 (See CFDP 1332) |