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 CFP 1205]
CFDP 1332 Federico M. Bandi, Peter C. B. Phillips, "Fully Nonparametric Estimation of Scalar Diffusion Models," (September 2001) [47pp, Abstract] [See CFP 1050]

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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]