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~person:"Hansen, Bruce E."
~person:"Kasparis, Ioannis"
~person:"Li, Qi"
~subject:"Regression analysis"
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Hansen, Bruce E.
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Latent variable nonparametric cointegrating regression
Wang, Qiying
;
Phillips, Peter C. B.
;
Kasparis, Ioannis
- In:
Econometric theory
37
(
2021
)
1
,
pp. 138-168
Persistent link: https://www.econbiz.de/10012437045
Saved in:
2
The integrated mean squared error of series regression and a Rosenthal Hilbert-space inequality
Hansen, Bruce E.
- In:
Econometric theory
31
(
2015
)
2
,
pp. 337-361
Persistent link: https://www.econbiz.de/10010532060
Saved in:
3
Functional form misspecification in regressions with a unit root
Kasparis, Ioannis
- In:
Econometric theory
27
(
2011
)
2
,
pp. 285-311
Persistent link: https://www.econbiz.de/10009310795
Saved in:
4
Averaging estimators for regressions with a possible structural break
Hansen, Bruce E.
- In:
Econometric theory
25
(
2009
)
6
,
pp. 1498-1514
Persistent link: https://www.econbiz.de/10003904419
Saved in:
5
Nonparametric estimation of regression functions with discrete regressors
Ouyang, Desheng
;
Li, Qi
;
Racine, Jeffrey
- In:
Econometric theory
25
(
2009
)
1
,
pp. 1-42
Persistent link: https://www.econbiz.de/10003816210
Saved in:
6
A consistent test for conditional heteroskedasticity in time-series regression models
Hsiao, Cheng
;
Li, Qi
- In:
Econometric theory
17
(
2001
)
1
,
pp. 188-221
Persistent link: https://www.econbiz.de/10001556097
Saved in:
7
Instrumental variable estimation of a threshold model
Caner, Mehmet
;
Hansen, Bruce E.
- In:
Econometric theory
20
(
2004
)
5
,
pp. 813-843
Persistent link: https://www.econbiz.de/10002265229
Saved in:
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