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Nonparametric significance testing
Lavergne, Pascal; Vuong, Quang H. - In: Econometric theory 16 (2000) 4, pp. 576-601
Persistent link: https://www.econbiz.de/10001517339
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Semiparametric efficiency bound in time-series models for conditional quantiles
Komunjer, Ivana; Vuong, Quang H. - In: Econometric theory 26 (2010) 2, pp. 383-405
Persistent link: https://www.econbiz.de/10003968595
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ARTICLES - Nonparametric Significance Testing
Lavergne, Pascal; Vuong, Quang - In: Econometric theory 16 (2000) 4, pp. 576-602
Persistent link: https://www.econbiz.de/10006982673
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THE IMPACT OF A HAUSMAN PRETEST ON THE ASYMPTOTIC SIZE OF A HYPOTHESIS TEST
Komunjer, Ivana; Vuong, Quang - In: Econometric theory 26 (2010) 2, pp. 369-383
Persistent link: https://www.econbiz.de/10008388026
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Hidden Markov structures for dynamic copulae
Härdle, Wolfgang; Okhrin, Ostap; Wang, Weining - In: Econometric theory 31 (2015) 5, pp. 981-1015
Persistent link: https://www.econbiz.de/10011545496