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Sample means, sample autocovariances, and linear regression of stationary multivariate long memory processes
Chung, Ching-fan - In: Econometric theory 18 (2002) 1, pp. 51-78
Persistent link: https://www.econbiz.de/10001652612
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Improved and extended end-of-sample instability tests using a feasible quasi-generalized least squares procedure
Kim, Dukpa - In: Econometric theory 26 (2010) 4, pp. 994-1031
Persistent link: https://www.econbiz.de/10003993819
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Estimation of nonlinear error correction models
Seo, Myung Hwan - In: Econometric theory 27 (2011) 2, pp. 201-234
Persistent link: https://www.econbiz.de/10009310816
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Simultaneous specification testing of mean and variance structures in nonlinear time series regression
Chen, Song Xi; Gao, Jiti - In: Econometric theory 27 (2011) 4, pp. 792-843
Persistent link: https://www.econbiz.de/10009311732
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A robust neighborhood truncation approach to estimation of integrated quarticity
Andersen, Torben; Dobrev, Dobrislav; Schaumburg, Ernst - In: Econometric theory 30 (2014) 1, pp. 3-59
Persistent link: https://www.econbiz.de/10010399788
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A robust Bayesian approach for unit root testing
Conigliani, Caterina; Spezzaferri, Fulvio - In: Econometric theory 23 (2007) 3, pp. 440-463
Persistent link: https://www.econbiz.de/10003541250
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Robust estimation and inference for threshold models with integrated regressors
Chen, Haiqiang - In: Econometric theory 31 (2015) 4, pp. 778-810
Persistent link: https://www.econbiz.de/10011341927
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Let's get lade : robust estimation of semiparametric multiplicative volatility models
Koo, Bonsoo; Linton, Oliver - In: Econometric theory 31 (2015) 4, pp. 671-702
Persistent link: https://www.econbiz.de/10011341932
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Conditional inference for possibly unidentified structural equations
Forchini, Giovanni; Hillier, Grant H. - In: Econometric theory 19 (2003) 5, pp. 707-743
Persistent link: https://www.econbiz.de/10001802798
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Kernel and bandwidth selection, prewhitening, and the performance of the fully modified least squares estimation method
Christou, Christina; Pittis, Nikitas - In: Econometric theory 18 (2002) 4, pp. 948-961
Persistent link: https://www.econbiz.de/10001687489