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On the approximation of saddlepoint expansions in statistics
Lieberman, Offer
- In:
Econometric theory
10
(
1994
)
5
,
pp. 900-916
Persistent link: https://www.econbiz.de/10001175052
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2
On plug-in estimation of long memory models
Lieberman, Offer
- In:
Econometric theory
21
(
2005
)
2
,
pp. 431-454
Persistent link: https://www.econbiz.de/10002740760
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3
Asymptotic theory for empirical similarity models
Lieberman, Offer
- In:
Econometric theory
26
(
2010
)
4
,
pp. 1032-1059
Persistent link: https://www.econbiz.de/10003993823
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4
Noncausality in continuous time models
Comte, Fabienne
- In:
Econometric theory
12
(
1996
)
2
,
pp. 215-256
Persistent link: https://www.econbiz.de/10001205643
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5
Noncausality in Continuous Time Models
Comte, F.
;
Renault, E.
- In:
Econometric theory
12
(
1996
)
2
,
pp. 215-256
Persistent link: https://www.econbiz.de/10007000187
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6
HIGHER ORDER ASYMPTOTIC THEORY WHEN A PARAMETER IS ON A BOUNDARY WITH AN APPLICATION TO GARCH MODELS
Iglesias, Emma M.
;
Linton, Oliver B.
;
Andrews, D.W.K.
; …
- In:
Econometric theory
23
(
2007
)
6
,
pp. 1136-1161
Persistent link: https://www.econbiz.de/10007869213
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7
ADAPTIVE DENSITY ESTIMATION FOR GENERAL ARCH MODELS
Comte, F.
;
Dedecker, J.
;
Taupin, M.L.
- In:
Econometric theory
24
(
2008
)
6
,
pp. 1628-1662
Persistent link: https://www.econbiz.de/10008110448
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8
Adaptive density estimation for general ARCH models
Comte, Fabienne
;
Dedecker, J.
;
Taupin, M. L.
- In:
Econometric theory
24
(
2008
)
6
,
pp. 1628-1662
Persistent link: https://www.econbiz.de/10003771889
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9
Small-sample likelihood-based inference in the ARFIMA model
Lieberman, Offer
;
Rousseau, Judith
;
Zucker, David M.
- In:
Econometric theory
16
(
2000
)
2
,
pp. 231-248
Persistent link: https://www.econbiz.de/10001483371
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10
Dynamic regression and filtered data series : a Laplace approximation to the effects of filtering in small samples
Ghysels, Eric
- In:
Econometric theory
12
(
1996
)
3
,
pp. 432-457
Persistent link: https://www.econbiz.de/10001207534
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