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Moment generating functions and further exact results for seasonal autoregressions
Pitarakis, Jean-Yves - In: Econometric theory 14 (1998) 6, pp. 770-782
Persistent link: https://www.econbiz.de/10001352158
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Asymptotics of ML estimator for regression models with a stochastic trend component
Kuo, Biing-shen - In: Econometric theory 15 (1999) 1, pp. 24-49
Persistent link: https://www.econbiz.de/10001381799
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Semiparametric estimation of a location parameter in the binary choice model
Chen, Songnian - In: Econometric theory 15 (1999) 1, pp. 79-98
Persistent link: https://www.econbiz.de/10001381812
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Analytical power comparisons of nested and nonnested tests for linear and loglinear regression models
Kobayashi, Masahito; McAleer, Michael - In: Econometric theory 15 (1999) 1, pp. 99-113
Persistent link: https://www.econbiz.de/10001381815
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Constrained smoothing splines
Rodríguez Poo, Juan Manuel - In: Econometric theory 15 (1999) 1, pp. 114-138
Persistent link: https://www.econbiz.de/10001381820
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Valid confidence intervals in regression after variable selection
Kabaila, Paul - In: Econometric theory 14 (1998) 4, pp. 463-482
Persistent link: https://www.econbiz.de/10001248239
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Testing instability in a predictive regression model with nonstationary regressors
Cai, Zongwu; Wang, Yunfei; Wang, Yonggang - In: Econometric theory 31 (2015) 5, pp. 953-980
Persistent link: https://www.econbiz.de/10011545495
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What do quantile regressions identify for general structural functions?
Sasaki, Yuya - In: Econometric theory 31 (2015) 5, pp. 1102-1116
Persistent link: https://www.econbiz.de/10011545522
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Adaptive nonparametric regression with conditional heteroskedasticity
Jin, Sainan; Su, Liangjun; Xiao, Zhijie - In: Econometric theory 31 (2015) 6, pp. 1153-1191
Persistent link: https://www.econbiz.de/10011545532
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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