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Consistent and conservative model selection with the adaptive lasso in stationary and nonstationary autoregressions
Kock, Anders Bredahl - In: Econometric theory 32 (2016) 1, pp. 243-259
Persistent link: https://www.econbiz.de/10011578467
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The role of initial values in conditional sum-of-squares estimation of nonstationary fractional time series models
Johansen, Søren; Nielsen, Morten Ørregaard - In: Econometric theory 32 (2016) 5, pp. 1095-1139
Persistent link: https://www.econbiz.de/10011661716
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A simple omnibus overidentification specification test for time series econometric models
Dominguez, Manuel A.; Lobato, Ignacio N. - In: Econometric theory 31 (2015) 4, pp. 891-910
Persistent link: https://www.econbiz.de/10011341923
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Unit root and cointegrating limit theory when initialization is in the infinite past
Phillips, Peter C. B.; Magdalinos, Tassos - In: Econometric theory 25 (2009) 6, pp. 1682-1715
Persistent link: https://www.econbiz.de/10003904436
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Specification test for missing functional data
Bugni, Federico A. - In: Econometric theory 28 (2012) 5, pp. 959-1002
Persistent link: https://www.econbiz.de/10009714727