Skip navigation

IOMS: Statistics Working Papers

Collection's Items: 1 to 20 of 90

Issue DateTitleAuthor(s)
28-Jan-2013Activism's Impact on Diversified Investors and the MarketKatz, Barbara; Owen, Joel
Oct-1998ALMOST PERFECT MATRICES AND GRAPHSPadberg, M.
May-2001Alternative Methods of Linear RegressionGiloni, A.; Padberg, M.
Oct-1998APPROXIMATING SEPARABLE NONLINEAR FUNCTIONS VIA MIXED ZERO-ONE PROGRAMSPadberg, M.
3-Oct-2012Assessing the Difference Between Shock Sharing and Demand Sharing in Supply ChainsKovtun, Vladimir; Giloni, Avi; Hurvich, Clifford
29-Aug-2003Asymptotics for Duration-Driven Long Range Dependent ProcessesHsieh, Mengchen; Hurvich, Clifford M.; Souliery, Philippe
27-Sep-2011The Averaged Periodogram Estimator for a Power Law in CoherencySela, Rebecca J.; Hurvich, Clifford M.
24-Aug-2009Bias Reduction and Likelihood Based Almost-Exactly Sized Hypothesis Testing in Predestricted Likelihoodictive Regressions using the RChen, Willa W.; Deo, Rohit S.
23-Aug-1997Bootstrapping Multivariate SpectraBerkowitz, Jeremy; Diebold, Francis X.
Oct-1998BROADBAND SEMIPARAMETRIC ESTIMATION OF THE MEMORY PARAMETER OF A LONG-MEMORY TIME SERIES USING FRACTIONAL EXPONENTIAL MODELSHurvich, Clifford M.; Brodsky, Julia
7-Oct-1997Cointegration and Long-Horizon ForecastingChristoffersen, Peter F.; Diebold, Francis X.
2004Collaborating on Multi-party Information Systems Development Projects: A Collective Reflection-in-Action ViewLevina, Natalia
13-Oct-2008Computationally Efficient Gaussian Maximum Likelihood Methods for Vector ARFIMA ModelsSela, Rebecca J.; Hurvich, Clifford M.
7-Dec-2003The Conditional Breakdown Properties of Least Absolute Value Local Polynomial EstimatorsGiloni, Avi; Simonoff, Jeffrey S.
14-Dec-2001The Conditional Breakdown Properties of Robust Local Polynomial EstimatorsGiloni, Avi; Simonoff, Jeffrey S.
16-May-2007Conditions for the Propagation of Memory Parameter from Durations to Counts and Realized VolatilityDeo, Rohit; Soulier, Philippe; Hurvich, Clifford M.; Soulier, Philippe; Wang, Yi
2001Cost Inefficiency, Size of Firms and TakeoversTrimbath, Susanne; Frydman, Halina; Frydman, Roman
29-Jan-2007Discrete Quantile EstimationFrydman, Halina; Simon, Gary
20-Nov-2012Drift in Transcation-Level Asset Price ModelsCao, Wen; Hurvich, Clifford; Soulier, Philippe
Dec-2005Economic Trade: a Solution to the Production Frontier of Two Economies in TradeTashjian, Richard