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An asymptotic expansion in the GARCH(1,1) model
Linton, Oliver - In: Econometric theory 13 (1997) 4, pp. 558-581
Persistent link: https://www.econbiz.de/10001230723
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Comovements between diffusion processes : characterization, estimation, and testing
Corradi, Valentina - In: Econometric theory 13 (1997) 5, pp. 646-666
Persistent link: https://www.econbiz.de/10001232223
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On the limit behavior of a chi-square type test if the number of conditional moments tested approaches infinity
Jong, Robert M. de - In: Econometric theory 10 (1994) 1, pp. 70-90
Persistent link: https://www.econbiz.de/10001163337
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Stochastic expansions and asymptotic approximations
Magdalinos, Michael A. - In: Econometric theory 8 (1992) 3, pp. 343-367
Persistent link: https://www.econbiz.de/10001137719
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Asymptotic normality of maximum likelihood estimators obtained from normally distributed but dependent observations
Heijmans, Risto D. H. - In: Econometric theory 2 (1986) 3, pp. 374-412
Persistent link: https://www.econbiz.de/10001072739
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Partially adaptive estimation of regression models via the generalized t distribution
McDonald, James B. - In: Econometric theory 4 (1988) 3, pp. 428-457
Persistent link: https://www.econbiz.de/10001074423
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On tail index estimation for dependent, heterogeneous data
Hill, Jonathan B. - In: Econometric theory 26 (2010) 5, pp. 1398-1436
Persistent link: https://www.econbiz.de/10008662664
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Structural change tests based on implied probabilities for gel criteria
Guay, Alain; Lamarche, Jean-François - In: Econometric theory 28 (2012) 6, pp. 1186-1228
Persistent link: https://www.econbiz.de/10009743176
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A new characterization of the normal distribution and test for normality
Bera, Anil K.; Galvao, Antonio Fialho <Jr.>; Wang, Liang; … - In: Econometric theory 32 (2016) 5, pp. 1216-1252
Persistent link: https://www.econbiz.de/10011661739
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Change point tests for the tail index of β-mixing random variables
Hoga, Yannick - In: Econometric theory 33 (2017) 4, pp. 915-954
Persistent link: https://www.econbiz.de/10011810218