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1
Cointegration and representation of cointegrated autoregressive processes in Banach spaces
Seo, Won-Ki
- In:
Econometric theory
39
(
2023
)
4
,
pp. 737-788
Persistent link: https://www.econbiz.de/10014342259
Saved in:
2
Quantile double autoregression
Zhu, Qianqian
;
Li, Guodong
- In:
Econometric theory
38
(
2022
)
4
,
pp. 793-839
Persistent link: https://www.econbiz.de/10013366929
Saved in:
3
A primer on bootstrap testing of hypotheses in time series models : with an application to double autoregressive models
Cavaliere, Giuseppe
;
Rahbek, Anders
- In:
Econometric theory
37
(
2021
)
1
,
pp. 1-48
Persistent link: https://www.econbiz.de/10012437042
Saved in:
4
Semiparametric estimation of censored spatial autoregressive models
Hoshino, Tadao
- In:
Econometric theory
36
(
2020
)
1
,
pp. 48-85
Persistent link: https://www.econbiz.de/10012156805
Saved in:
5
Asymptotic theory for kernel estimators under moderate deviations from a unit root, with an application to the asymptotic size of nonparametric tests
Duffy, James A.
- In:
Econometric theory
36
(
2020
)
4
,
pp. 559-582
Persistent link: https://www.econbiz.de/10012258405
Saved in:
6
Representation of I(1) and I(2) autoregressive hilbertian processes
Beare, Brendan K.
;
Seo, Won-Ki
- In:
Econometric theory
36
(
2020
)
5
,
pp. 773-802
Persistent link: https://www.econbiz.de/10012307239
Saved in:
7
Cointegration in functional autoregressive processes
Franchi, Massimo
;
Paruolo, Paolo
- In:
Econometric theory
36
(
2020
)
5
,
pp. 803-839
Persistent link: https://www.econbiz.de/10012307240
Saved in:
8
Estimation of spatial autoregressions with stochastic weight matrices
Gupta, Abhimanyu
- In:
Econometric theory
35
(
2019
)
2
,
pp. 417-463
Persistent link: https://www.econbiz.de/10012146143
Saved in:
9
Parametric specification test for nonlinear autoregressive models
Kim, Kun Ho
;
Zhang, Ting
;
Wu, Wei Biao
- In:
Econometric theory
31
(
2015
)
5
,
pp. 1078-1101
Persistent link: https://www.econbiz.de/10011545520
Saved in:
10
Differencies transformations and inference in predictive regression models
Camponovo, Lorenzo
- In:
Econometric theory
31
(
2015
)
6
,
pp. 1331-1358
Persistent link: https://www.econbiz.de/10011545547
Saved in:
11
The asymptotic properties of the system GMM estimator in dynamic panel data models when both N and T are large
Hayakawa, Kazuhiko
- In:
Econometric theory
31
(
2015
)
3
,
pp. 647-667
Persistent link: https://www.econbiz.de/10011290881
Saved in:
12
Noncausal vector autoregression
Lanne, Markku
;
Saikkonen, Pentti
- In:
Econometric theory
29
(
2013
)
3
,
pp. 447-481
Persistent link: https://www.econbiz.de/10009778526
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13
Exploiting infinite variance through dummy variables in nonstationary autoregressions
Cavaliere, Giuseppe
;
Georgiev, Iliyan
- In:
Econometric theory
29
(
2013
)
6
,
pp. 1162-1195
Persistent link: https://www.econbiz.de/10010343729
Saved in:
14
Power maximization and size control in heteroskedasticity and autocorrelation robust tests with exponentiated kernels
Sun, Yixiao
;
Phillips, Peter C. B.
;
Jin, Sainan
- In:
Econometric theory
27
(
2011
)
6
,
pp. 1320-1368
Persistent link: https://www.econbiz.de/10009489710
Saved in:
15
Testing for a shift in trend at an unknown date : a fixed-B analysis of heteroskedasticity autocorrelation robust OLS-based tests
Sayginsoy, Özgen
;
Vogelsang, Timothy J.
- In:
Econometric theory
27
(
2011
)
5
,
pp. 992-1025
Persistent link: https://www.econbiz.de/10009379760
Saved in:
16
M-estimation for a spatial unilateral autoregressive model with infinite variance innovations
Roknossadati, S. M.
;
Zarepour, Mahmoud
- In:
Econometric theory
26
(
2010
)
6
,
pp. 1663-1682
Persistent link: https://www.econbiz.de/10008738346
Saved in:
17
Asymptotically unbiased estimation of autocovariances and autocorrelations with long panel data
Okui, Ryo
- In:
Econometric theory
26
(
2010
)
5
,
pp. 1263-1304
Persistent link: https://www.econbiz.de/10008662672
Saved in:
18
Prediction errors in nonstationary autoregressions of infinite order
Ing, Ching-kang
;
Sin, Chor-yiu
;
Yu, Shu-hui
- In:
Econometric theory
26
(
2010
)
3
,
pp. 774-803
Persistent link: https://www.econbiz.de/10003992431
Saved in:
19
Power properties of invariant tests for spatial autocorrelation in linear regression
Martellosio, Federico
- In:
Econometric theory
26
(
2010
)
1
,
pp. 152-186
Persistent link: https://www.econbiz.de/10003968540
Saved in:
20
Efficient GMM estimation of high order spatial autoregressive models with autoregressive disturbances
Lee, Lung-fei
;
Liu, Xiaodong
- In:
Econometric theory
26
(
2010
)
1
,
pp. 187-230
Persistent link: https://www.econbiz.de/10003968542
Saved in:
21
Robust inference in autoregressions with multiple outliers
Cavaliere, Giuseppe
;
Georgiev, Iliyan
- In:
Econometric theory
25
(
2009
)
6
,
pp. 1625-1661
Persistent link: https://www.econbiz.de/10003904429
Saved in:
22
The limits of econometrics : nonparametric estimation in Hilbert spaces
Chichilnisky, Graciela
- In:
Econometric theory
25
(
2009
)
4
,
pp. 1070-1086
Persistent link: https://www.econbiz.de/10003875936
Saved in:
23
A simple efficient instrumental variable estimator for panel AR(p) models when both N and T are large
Hayakawa, Kazuhiko
- In:
Econometric theory
25
(
2009
)
3
,
pp. 873-890
Persistent link: https://www.econbiz.de/10003864220
Saved in:
24
Multivariate autoregression of order one with infinite variance innovations
Zarepour, Mahmoud
;
Roknossadati, S. M.
- In:
Econometric theory
24
(
2008
)
3
,
pp. 677-695
Persistent link: https://www.econbiz.de/10003894283
Saved in:
25
Regime-switching autoregressive coefficients and the asymptotics for unit root tests
Cavaliere, Giuseppe
;
Georgiev, Iliyan
- In:
Econometric theory
24
(
2008
)
4
,
pp. 1137-1148
Persistent link: https://www.econbiz.de/10003736886
Saved in:
26
An improved generalized spectral test for conditional mean models in time series with conditional heteroskedasticity of unknown form
Hong, Yongmiao
;
Lee, Yoon-jin
- In:
Econometric theory
23
(
2007
)
1
,
pp. 106-154
Persistent link: https://www.econbiz.de/10003407425
Saved in:
27
A limit theorem for mildly explosive autoregression with stable errors
Aue, Alexander
;
Horváth, Lajos
- In:
Econometric theory
23
(
2007
)
2
,
pp. 201-220
Persistent link: https://www.econbiz.de/10003429709
Saved in:
28
A nonparametric regression estimator that adapts to error distribution of unknown form
Linton, Oliver
;
Xiao, Zhijie
- In:
Econometric theory
23
(
2007
)
3
,
pp. 371-413
Persistent link: https://www.econbiz.de/10003541196
Saved in:
29
A model selection test for bivariate failure-time data
Chen, Xiaohong
;
Fan, Yanqin
- In:
Econometric theory
23
(
2007
)
3
,
pp. 414-439
Persistent link: https://www.econbiz.de/10003541246
Saved in:
30
Finite-sample properties of forecasts from the stationary first-order autoregressive model under a general error distribution
Bao, Yong
- In:
Econometric theory
23
(
2007
)
4
,
pp. 767-773
Persistent link: https://www.econbiz.de/10003549618
Saved in:
31
Higher order asymptotic theory when a parameter is on a boundary with an application to GARCH models
Iglesias, Emma M.
;
Linton, Oliver
- In:
Econometric theory
23
(
2007
)
6
,
pp. 1136-1161
Persistent link: https://www.econbiz.de/10003591844
Saved in:
32
On rank estimation in symmetric matrices : the case of indefinite matrix estimators
Donald, Stephen G.
;
Fortuna, Natércia
;
Pipiras, Vladas
- In:
Econometric theory
23
(
2007
)
6
,
pp. 1217-1232
Persistent link: https://www.econbiz.de/10003591865
Saved in:
33
Long-run covariance matrices for fractionally integrated processes
Phillips, Peter C. B.
;
Kim, Chang Sik
- In:
Econometric theory
23
(
2007
)
6
,
pp. 1233-1247
Persistent link: https://www.econbiz.de/10003591877
Saved in:
34
Determinants of covariance matrices of differenced AR(1) processes
Han, Chirok
- In:
Econometric theory
23
(
2007
)
6
,
pp. 1248-1253
Persistent link: https://www.econbiz.de/10003591886
Saved in:
35
More efficient estimation in nonparametric regression with nonparametric autocorrelated errors
Su, Liangjun
;
Ullah, Aman
- In:
Econometric theory
22
(
2006
)
1
,
pp. 98-126
Persistent link: https://www.econbiz.de/10003272611
Saved in:
36
Asymptotic distributions for two estimators of the single-index model
Xia, Yingcun
- In:
Econometric theory
22
(
2006
)
6
,
pp. 1112-1137
Persistent link: https://www.econbiz.de/10003396948
Saved in:
37
Model selection and inference : facts and fiction
Leeb, Hannes
;
Pötscher, Benedikt M.
- In:
Econometric theory
21
(
2005
)
1
,
pp. 21-59
Persistent link: https://www.econbiz.de/10002674554
Saved in:
38
Estimation of cointregrating vectors with time series measured at different periodicity
Pons Rotger, Gabriel
;
Sansó, Andreu
- In:
Econometric theory
21
(
2005
)
4
,
pp. 735-756
Persistent link: https://www.econbiz.de/10003004715
Saved in:
39
Estimation and inference in short panel vector autoregressions with unit roots and cointegration
Binder, Michael
;
Hsiao, Cheng
;
Pesaran, M. Hashem
- In:
Econometric theory
21
(
2005
)
4
,
pp. 795-837
Persistent link: https://www.econbiz.de/10003004733
Saved in:
40
Some convergence theory for iterative estimation procedures with an application to semiparametric estimation
Dominitz, Jeff
;
Sherman, Robert P.
- In:
Econometric theory
21
(
2005
)
4
,
pp. 838-863
Persistent link: https://www.econbiz.de/10003004741
Saved in:
41
Stationarity and memory of ARCH(∞) models
Zaffaroni, Paolo
- In:
Econometric theory
20
(
2004
)
1
,
pp. 147-160
Persistent link: https://www.econbiz.de/10001904870
Saved in:
42
The Bernstein copula and its applications to modelling and approximations of multivariate distributions
Sancetta, Alessio
;
Satchell, Stephen
- In:
Econometric theory
20
(
2004
)
3
,
pp. 535-562
Persistent link: https://www.econbiz.de/10002068268
Saved in:
43
Simultaneously modeling conditional heteroskedasticity and scale change
Feng, Yuanhua
- In:
Econometric theory
20
(
2004
)
3
,
pp. 563-596
Persistent link: https://www.econbiz.de/10002068275
Saved in:
44
Issues concerning the approximation underlying the spectral representation theorem
Lippi, Marco
- In:
Econometric theory
20
(
2004
)
2
,
pp. 417-426
Persistent link: https://www.econbiz.de/10001988212
Saved in:
45
Testing for structural change in the presence auf auxiliary models
Ghysels, Eric
;
Guay, Alain
- In:
Econometric theory
20
(
2004
)
6
,
pp. 1168-1202
Persistent link: https://www.econbiz.de/10002424914
Saved in:
46
Asymptotic inference for nonstationary GARCH
Jensen, Søren Tolver
;
Rahbek, Anders
- In:
Econometric theory
20
(
2004
)
6
,
pp. 1203-1226
Persistent link: https://www.econbiz.de/10002424931
Saved in:
47
Estimating the skewness in discretely observed Lévy processes
Woerner, Jeannette H. C.
- In:
Econometric theory
20
(
2004
)
5
,
pp. 927-942
Persistent link: https://www.econbiz.de/10002265258
Saved in:
48
A nonparametric simulated maximum likelihood estimation method
Fermanian, Jean-David
;
Salanié, Bernard
- In:
Econometric theory
20
(
2004
)
4
,
pp. 701-734
Persistent link: https://www.econbiz.de/10002163077
Saved in:
49
Efficient semiparametric estimation of a partially linear quantile regression model
Lee, Sokbae
- In:
Econometric theory
19
(
2003
)
1
,
pp. 1-31
Persistent link: https://www.econbiz.de/10001728171
Saved in:
50
The asymptotic efficiency of cointegration estimators under temporal aggregation
Chambers, Marcus J.
- In:
Econometric theory
19
(
2003
)
1
,
pp. 49-77
Persistent link: https://www.econbiz.de/10001728173
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