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A bias-reduced log-periodogram regression estimator for the long-memory parameter
Andrews, Donald W. K.; Guggenberger, Patrik - 2000 - Rev.: May 2000
Persistent link: https://www.econbiz.de/10001512674
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A bias-reduced log-periodogram regression estimator for the long-memory parameter
Andrews, Donald W. K.; Guggenberger, Patrik - 2000
Persistent link: https://www.econbiz.de/10001492115
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Uniform consistency of nonstationary Kernel-Weighted sample covariances for nonparametric regression
Li, Degui; Phillips, Peter C. B.; Gao, Jiti - 2013
Persistent link: https://www.econbiz.de/10010226787
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Functional coefficient nonstationary regression
Gao, Jiti; Phillips, Peter C. B. - 2013
Persistent link: https://www.econbiz.de/10010190228
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A parodox of inconsistent parametric and consistent nonparametric regression
Phillips, Peter C. B.; Su, Liangjun - 2009
Persistent link: https://www.econbiz.de/10003842086
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A simple adjustment for bandwidth snooping
Armstrong, Timothy B.; Kolesár, Michal - 2014
Persistent link: https://www.econbiz.de/10010463726
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Threshold regression with endogeneity
Yu, Ping; Phillips, Peter C. B. - 2014
Persistent link: https://www.econbiz.de/10010464133
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Optimal uniform convergence rates and asymptotic normality for series estimators under weak dependence and weak conditions
Chen, Xiaohong; Christensen, Timothy M. - 2014
Persistent link: https://www.econbiz.de/10010470615
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On rate optimality for ill-posed inverse problems in econometrics
Chen, Xiaohong (contributor); Reiß, Markus (contributor) - 2007
Persistent link: https://www.econbiz.de/10003723184
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Asymptotic theory for zero energy density estimation with nonparametric regression applications
Wang, Qiying; Phillips, Peter C. B. - 2009
Persistent link: https://www.econbiz.de/10003795693