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Asymptotics for cointegrated processes with infrequent stochastic level shifts and outliers
Georgiev, Iliyan - In: Econometric theory 24 (2008) 3, pp. 587-615
Persistent link: https://www.econbiz.de/10003894270
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Test for parameter instability in dynamic factor models
Han, Xu; Inoue, Atsushi - In: Econometric theory 31 (2015) 5, pp. 1117-1152
Persistent link: https://www.econbiz.de/10011545524
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A consistent nonparametric test on semiparametric smooth coefficient models with integrated time series
Sun, Yiguo; Cai, Zongwu; Li, Qi - In: Econometric theory 32 (2016) 4, pp. 988-1022
Persistent link: https://www.econbiz.de/10011644226
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Unit root tests with wavelets
Fan, Yanqin; Gençay, Ramazan - In: Econometric theory 26 (2010) 5, pp. 1305-1331
Persistent link: https://www.econbiz.de/10008662670
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A state space canonical form for unit root processes
Bauer, Dietmar; Wagner, Martin - In: Econometric theory 28 (2012) 6, pp. 1313-1349
Persistent link: https://www.econbiz.de/10009743172
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Multivariate time series with various hidden unit roots, Part 2, Estimation and testing
Grégoir, Stéphane - In: Econometric theory 15 (1999) 4, pp. 469-518
Persistent link: https://www.econbiz.de/10001492189
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Weak convergence to a matrix stochastic integral with stable processes
Caner, Mehmet - In: Econometric theory 13 (1997) 4, pp. 506-528
Persistent link: https://www.econbiz.de/10001230728
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Optimal prediction under asymmetric loss
Christoffersen, Peter F. - In: Econometric theory 13 (1997) 6, pp. 808-817
Persistent link: https://www.econbiz.de/10001236164
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Strong consistency of estimators for multivariate ARCH models
Jeantheau, Thierry - In: Econometric theory 14 (1998) 1, pp. 70-86
Persistent link: https://www.econbiz.de/10001238034
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Adaptive estimation of error correction models
Hodgson, Douglas J. - In: Econometric theory 14 (1998) 1, pp. 44-69
Persistent link: https://www.econbiz.de/10001238035