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Finite-sample instrumental variables inference using an asymptotically pivotal statistic
Bekker, Paul A.; Kleibergen, Frank - In: Econometric theory 19 (2003) 5, pp. 744-753
Persistent link: https://www.econbiz.de/10001802801
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On the properties of the t- and F-ratios in linear regressions with nonnormal errors
Qin, Huaizhen; Wan, Alan T. K. - In: Econometric theory 20 (2004) 4, pp. 690-700
Persistent link: https://www.econbiz.de/10002163068
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Time series regression on integrated continuous-time processes with heavy and light tails
Fasen, Vicky Maria - In: Econometric theory 29 (2013) 1, pp. 28-67
Persistent link: https://www.econbiz.de/10009747888
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Posterior consistency in conditional density estimation by covariate dependent mixtures
Norets, Andriy; Pelenis, Justinas - In: Econometric theory 30 (2014) 3, pp. 606-646
Persistent link: https://www.econbiz.de/10010500885
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Asymptotic theory for local time density estimation and nonparametric cointegrating regression
Wang, Qiying; Phillips, Peter C. B. - In: Econometric theory 25 (2009) 3, pp. 710-738
Persistent link: https://www.econbiz.de/10003864160
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Generalization of a result on "regressions, short and long"
Molinari, Francesca; Peski, Marcin - In: Econometric theory 22 (2006) 1, pp. 159-163
Persistent link: https://www.econbiz.de/10003272615
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Testing the parametric specification of the diffusion function in a diffusion process
Li, Fuchun - In: Econometric theory 23 (2007) 2, pp. 221-250
Persistent link: https://www.econbiz.de/10003429710
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On multiple structural breaks in distribution : an empirical characteristic function approach
Fu, Zhonghao; Hong, Yongmiao; Wang, Xia - In: Econometric theory 39 (2023) 3, pp. 534-581
Persistent link: https://www.econbiz.de/10014306649
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Characterization of the tail behavior of a class of BEKK processes : a stochastic recurrence equation approach
Matsui, Muneya; Pedersen, Rasmus Søndergaard - In: Econometric theory 38 (2022) 1, pp. 1-34
Persistent link: https://www.econbiz.de/10013166113
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Tail behavior of stopped Lévy processes with Markov modulation
Beare, Brendan K.; Seo, Won-Ki; Akira Toda, Alexis - In: Econometric theory 38 (2022) 5, pp. 986-1013
Persistent link: https://www.econbiz.de/10013469688