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Exact local whittle estimation of fractional integration with unknown mean and time trend
Shimotsu, Katsumi - In: Econometric theory 26 (2010) 2, pp. 501-540
Persistent link: https://www.econbiz.de/10003968609
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COVARIANCE-BASED ORTHOGONALITY TESTS FOR REGRESSORS WITH UNKNOWN PERSISTENCE
Maynard, Alex; Shimotsu, Katsumi - In: Econometric theory 25 (2009) 1, pp. 63-116
Persistent link: https://www.econbiz.de/10008163719
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MAXIMAL UNIFORM CONVERGENCE RATES IN PARAMETRIC ESTIMATION PROBLEMS
Shimotsu, Katsumi - In: Econometric theory 26 (2010) 2, pp. 469-501
Persistent link: https://www.econbiz.de/10008388022
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Covariance-based orthogonality tests for regressors with unknown persistence
Maynard, Alex; Shimotsu, Katsumi - In: Econometric theory 25 (2009) 1, pp. 63-116
Persistent link: https://www.econbiz.de/10003816218
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Identification of regression models with a misclassified and endogenous binary regressor
Kasahara, Hiroyuki; Shimotsu, Katsumi - In: Econometric theory 38 (2022) 6, pp. 1117-1139
Persistent link: https://www.econbiz.de/10013539307
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POWER MAXIMIZATION AND SIZE CONTROL IN HETEROSKEDASTICITY AND AUTOCORRELATION ROBUST TESTS WITH EXPONENTIATED KERNELS
Sun, Yixiao; Phillips, Peter C.B.; Jin, Sainan - In: Econometric theory 27 (2011) 6, pp. 1320-1369
Persistent link: https://www.econbiz.de/10009804266
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LIMIT THEORY FOR COINTEGRATED SYSTEMS WITH MODERATELY INTEGRATED AND MODERATELY EXPLOSIVE REGRESSORS
Magdalinos, Tassos; Phillips, Peter C.B. - In: Econometric theory 25 (2009) 2, pp. 482-526
Persistent link: https://www.econbiz.de/10008211990
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INCONSISTENT VAR REGRESSION WITH COMMON EXPLOSIVE ROOTS
Phillips, Peter C.B.; Magdalinos, Tassos - In: Econometric theory 29 (2013) 4, pp. 808-837
Persistent link: https://www.econbiz.de/10010155202
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LONG-RUN COVARIANCE MATRICES FOR FRACTIONALLY INTEGRATED PROCESSES
Phillips, Peter C.B.; Kim, Chang Sik; Bleistein, N.; … - In: Econometric theory 23 (2007) 6, pp. 1233-1247
Persistent link: https://www.econbiz.de/10007869210
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REGRESSION WITH SLOWLY VARYING REGRESSORS AND NONLINEAR TRENDS
Phillips, Peter C.B.; Akonom, J.; Barro, R.J.; … - In: Econometric theory 23 (2007) 4, pp. 557-614
Persistent link: https://www.econbiz.de/10007732419