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Sieve inference on semi-nonparametric time series models
Chen, Xiaohong; Liao, Zhipeng; Sun, Yixiao - 2012
Persistent link: https://www.econbiz.de/10009501898
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Automated estimation of vector error correction models
Liao, Zhipeng; Phillips, Peter C. B. - 2012
Persistent link: https://www.econbiz.de/10009615045
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Series estimation of stochastic processes recent developments and econometric applications
Phillips, Peter C. B.; Liao, Zhipeng - 2012
Persistent link: https://www.econbiz.de/10009615049
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Asymptotic efficiency of semiparametric two-step GMM
Chen, Xiaohong; Hahn, Jinyong; Liao, Zhipeng - 2012
Persistent link: https://www.econbiz.de/10009674567
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Sieve semiparametric two-step GMM under weak dependence
Chen, Xiaohong; Liao, Zhipeng - 2015
Persistent link: https://www.econbiz.de/10011312300