Narrow search
Showing 1 - 10 of 13
Cover Image
Locally stationary factor models : identification and nonparametric estimation
Motta, Giovanni; Hafner, Christian M.; Sachs, Rainer von - In: Econometric theory 27 (2011) 6, pp. 1279-1319
Persistent link: https://www.econbiz.de/10009489713
Cover Image
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
Cover Image
Semiparametric multivarite volatility models
Hafner, Christian M.; Rombouts, Jeroen V. K. - In: Econometric theory 23 (2007) 2, pp. 251-280
Persistent link: https://www.econbiz.de/10003429716
Cover Image
Weak diffusion limits of dynamic conditional correlation models
Hafner, Christian M.; Laurent, Sébastien; Violante, … - In: Econometric theory 33 (2017) 3, pp. 691-716
Persistent link: https://www.econbiz.de/10011810186
Cover Image
An almost closed form estimator for the EGARCH model
Hafner, Christian M.; Linton, Oliver - In: Econometric theory 33 (2017) 4, pp. 1013-1038
Persistent link: https://www.econbiz.de/10011810237
Cover Image
A bootstrap test for positive definiteness of income effect matrices
Härdle, Wolfgang - In: Econometric theory 8 (1992) 2, pp. 276-290
Persistent link: https://www.econbiz.de/10001128732
Cover Image
Testing a parametric model against a semiparametric alternative
Horowitz, Joel - In: Econometric theory 10 (1994) 5, pp. 821-848
Persistent link: https://www.econbiz.de/10001175056
Cover Image
Estimation in an additive model when the components are linked parametrically
Carroll, Raymond J.; Härdle, Wolfgang; Mammen, Enno - In: Econometric theory 18 (2002) 4, pp. 886-912
Persistent link: https://www.econbiz.de/10001687478
Cover Image
Bootstrap inference in semiparametric generalized additive models
Härdle, Wolfgang; Huet, Sylvie; Mammen, Enno; … - In: Econometric theory 20 (2004) 2, pp. 265-300
Persistent link: https://www.econbiz.de/10001987865
Cover Image
Hidden Markov structures for dynamic copulae
Härdle, Wolfgang; Okhrin, Ostap; Wang, Weining - In: Econometric theory 31 (2015) 5, pp. 981-1015
Persistent link: https://www.econbiz.de/10011545496