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Domowitz, Ian

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Author ID: domowitz.ian Recent zbMATH articles by "Domowitz, Ian"
Published as: Domowitz, Ian
Documents Indexed: 7 Publications since 1982

Publications by Year

Citations contained in zbMATH Open

6 Publications have been cited 139 times in 123 Documents Cited by Year
Nonlinear regression with dependent observations. Zbl 0533.62055
White, Halbert; Domowitz, Ian
81
1984
Misspecified models with dependent observations. Zbl 0512.62114
Domowitz, Ian; White, Halbert
38
1982
Auctions as algorithms. Computerized trade execution and price discovery. Zbl 0782.90028
Domowitz, Ian; Wang, Jianxin
7
1994
Order flow and the bid-ask spread: an empirical probability model of screen-based trading. Zbl 0901.90043
Bollerslev, Tim; Domowitz, Ian; Wang, Jianxin
6
1997
A consistent nonparametric test of ergodicity for time series with applications. Zbl 0998.62045
Domowitz, Ian; El-Gamal, Mahmoud A.
5
2001
Is your model chaotic? A consistent simulation-based test. Zbl 0846.34039
Domowitz, Ian; El-Gamal, Mahmoud A.
2
1996
A consistent nonparametric test of ergodicity for time series with applications. Zbl 0998.62045
Domowitz, Ian; El-Gamal, Mahmoud A.
5
2001
Order flow and the bid-ask spread: an empirical probability model of screen-based trading. Zbl 0901.90043
Bollerslev, Tim; Domowitz, Ian; Wang, Jianxin
6
1997
Is your model chaotic? A consistent simulation-based test. Zbl 0846.34039
Domowitz, Ian; El-Gamal, Mahmoud A.
2
1996
Auctions as algorithms. Computerized trade execution and price discovery. Zbl 0782.90028
Domowitz, Ian; Wang, Jianxin
7
1994
Nonlinear regression with dependent observations. Zbl 0533.62055
White, Halbert; Domowitz, Ian
81
1984
Misspecified models with dependent observations. Zbl 0512.62114
Domowitz, Ian; White, Halbert
38
1982
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Cited by 197 Authors

4 Bierens, Herman J.
4 Potscher, Benedikt M.
4 Prucha, Ingmar R.
3 Domowitz, Ian
3 Sun, Huihui
3 Vuong, Quang H.
3 Weiss, Andrew A.
3 White, Halbert Lynn jun.
3 Wooldridge, Jeffrey M.
2 Bindele, Huybrechts F.
2 Bollerslev, Tim
2 Chesneau, Christophe
2 Chow, Sy-Miin
2 El-Gamal, Mahmoud A.
2 Ferreira, Eva
2 Heijmans, Risto D. H.
2 Kasparis, Ioannis
2 Magnus, Jan R.
2 Medeiros, Marcelo C.
2 Ong, Anthony D.
2 Orbe, Susan
2 Rodríguez-Póo, Juan Manuel
2 Sinha, Sanjoy Kumar
2 Su, Liangjun
2 Zhang, Guangjian
1 Andreasen, Martin Møller
1 Athreya, Krishna Balasundaram
1 Aznarte, José Luis
1 Bai, Zhi-Dong
1 Barigozzi, Matteo
1 Bekiros, Stelios D.
1 Benítez, José Manuel
1 Berkowitz, Jeremy
1 Blasques, Francisco
1 Bodnar, Taras
1 Bouezmarni, Taoufik
1 Bovier, Anton
1 Brady, Henry E.
1 Browne, Michael W.
1 Brownlees, Christian
1 Bunge, John
1 Catalán, Beatriz
1 Černý, Jiří
1 Challet, Damien
1 Choi, Hwan-sik
1 Chow, K. Victor
1 Christensen, Bent Jesper
1 Chu, Ba M.
1 Conley, Timothy G.
1 Cook, Richard J.
1 Cragg, John G.
1 Crujeiras, Rosa María
1 Das, Kalyan
1 Dastoor, Naorayex K.
1 Davidson, Russell
1 Davis, Karelyn A.
1 de Jong, Robert M.
1 Denning, Karen C.
1 Don, F. J. Henk
1 Ehlen, Mark A.
1 El Ghouch, Anouar
1 Engle, Robert Fry
1 Erb, Jack
1 Fadili, Jalal M.
1 Fahrmeir, Ludwig
1 Farmer, James Doyne
1 Feng, Qilei
1 Field, Christopher A.
1 Fitzenberger, Bernd
1 Fong, Wai Mun
1 Gabriel, Vasco J.
1 Gallo, Giampiero M.
1 Gatheral, Jim
1 Genton, Marc G.
1 Ghysels, Eric
1 Gillemot, László
1 Gorgi, Paolo
1 Goryainov, V. B.
1 Goryainova, E. R.
1 Grazzini, Jakob
1 Guay, Alain
1 Guerre, Emmanuel
1 Güler, Kemal
1 Guo, Shengyi
1 Hall, Alastair
1 Hansen, Bruce E.
1 Harrar, Solomon W.
1 Haupt, Harry
1 Hendry, David F.
1 Ho, Lam Si Tung
1 Hodgson, Douglas J.
1 Hossler, John Z.
1 Hryniv, Ostap
1 Hsiao, Cheng
1 Huynh, Kim P.
1 Jacho-Chávez, David Tomás
1 Jin, Lei
1 Jin, Sainan
1 Jung, Robert C.
1 Kachour, Maher
...and 97 more Authors

Citations by Year