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Generalized additive partial linear models with high dimensional covariates
Lian, Heng; Liang, Hua - In: Econometric theory 29 (2013) 6, pp. 1136-1161
Persistent link: https://www.econbiz.de/10010343732
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Asymptotic theory for spectral density estimates of general multivariate time series
Wu, Wei Biao; Zaffaroni, Paolo - In: Econometric theory 34 (2018) 1, pp. 1-22
Persistent link: https://www.econbiz.de/10011950919
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On the functional estimation of multivariate diffusion processes
Bandi, Federico M.; Moloche, Guillermo - In: Econometric theory 34 (2018) 4, pp. 896-946
Persistent link: https://www.econbiz.de/10011951437
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Goodness-of-fit tests for multivariate copula-based time series models
Berghaus, Betina; Bücher, Axel - In: Econometric theory 33 (2017) 2, pp. 292-330
Persistent link: https://www.econbiz.de/10011665334
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The Bernstein copula and its applications to modelling and approximations of multivariate distributions
Sancetta, Alessio; Satchell, Stephen - In: Econometric theory 20 (2004) 3, pp. 535-562
Persistent link: https://www.econbiz.de/10002068268
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Multivariate autoregression of order one with infinite variance innovations
Zarepour, Mahmoud; Roknossadati, S. M. - In: Econometric theory 24 (2008) 3, pp. 677-695
Persistent link: https://www.econbiz.de/10003894283
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Adaptive LASSO-type estimation for multivariate diffusion processes
De Gregorio, Alessandro; Iacus, Stefano Maria - In: Econometric theory 28 (2012) 4, pp. 838-860
Persistent link: https://www.econbiz.de/10009669733
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QML estimation of a class of multivariate asymmetric GARCH models
Francq, Christian; Zakoïan, Jean-Michel - In: Econometric theory 28 (2012) 1, pp. 179-206
Persistent link: https://www.econbiz.de/10009520966
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Asymptotic theory for a factor GARCH model
Hafner, Christian M.; Preminger, Arie - In: Econometric theory 25 (2009) 2, pp. 336-363
Persistent link: https://www.econbiz.de/10003818293
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Multivariate AR systems and mixed frequency data : G-identifiability and estimation
Anderson, Brian D. O.; Deistler, Manfred; Felsenstein, … - In: Econometric theory 32 (2016) 4, pp. 793-826
Persistent link: https://www.econbiz.de/10011644205