Narrow search
Showing 1 - 10 of 14
Cover Image
WEIGHTED LEAST ABSOLUTE DEVIATIONS ESTIMATION FOR ARMA MODELS WITH INFINITE VARIANCE
Pan, Jiazhu; Wang, Hui; Yao, Qiwei; Adler, R.J.; … - In: Econometric theory 23 (2007) 5, pp. 852-879
Persistent link: https://www.econbiz.de/10007762703
Cover Image
MONITORING PROCEDURES TO DETECT UNIT ROOTS AND STATIONARITY
Steland, Ansgar; Andrews, D.W.K.; Bai, J.; Bai, J.; … - In: Econometric theory 23 (2007) 6, pp. 1108-1135
Persistent link: https://www.econbiz.de/10007869214
Cover Image
Bayesian consistency for stationary models
Lijoi, Antonio; Prünster, Igor; Walker, Stephen G. - In: Econometric theory 23 (2007) 4, pp. 749-759
Persistent link: https://www.econbiz.de/10003549609
Cover Image
A LIMIT THEOREM FOR QUADRATIC FORMS AND ITS APPLICATIONS
Wu, Wei Biao; Shao, Xiaofeng; Anderson, T.W.; Andrews, … - In: Econometric theory 23 (2007) 5, pp. 930-951
Persistent link: https://www.econbiz.de/10007762700
Cover Image
LOCAL WHITTLE ESTIMATION OF FRACTIONAL INTEGRATION FOR NONLINEAR PROCESSES
Shao, Xiaofeng; Wu, Wei Biao; Baillie, R.T.; Chung, C.F.; … - In: Econometric theory 23 (2007) 5, pp. 899-929
Persistent link: https://www.econbiz.de/10007762701
Cover Image
ALTERNATIVE FREQUENCY AND TIME DOMAIN VERSIONS OF FRACTIONAL BROWNIAN MOTION
Davidson, James; Hashimzade, Nigar; Beran, J.; … - In: Econometric theory 24 (2008) 1, pp. 256-293
Persistent link: https://www.econbiz.de/10007896787
Cover Image
THE REAL PART OF A COMPLEX ARMA PROCESS
Bailey, Ralph W.; Bell, E.T.; Brockwell, P.J.; Davis, R.A. - In: Econometric theory 23 (2007) 3, pp. 537-545
Persistent link: https://www.econbiz.de/10007718225
Cover Image
NONPARAMETRIC ESTIMATION OF SECOND-ORDER STOCHASTIC DIFFERENTIAL EQUATIONS
Nicolau, João; Aït-Sahalia, Y.; Arnold, L.; Bandi, F.; … - In: Econometric theory 23 (2007) 5, pp. 880-898
Persistent link: https://www.econbiz.de/10007762702
Cover Image
Markov chain Monte Carlo simulation methods in econometrics
Chib, Siddhartha - In: Econometric theory 12 (1996) 3, pp. 409-431
Persistent link: https://www.econbiz.de/10001207536
Cover Image
Nonparametric bayes analysis of the sharp and fuzzy regression discontinuity designs
Chib, Siddhartha; Greenberg, Edward; Simoni, Anna - In: Econometric theory 39 (2023) 3, pp. 481-533
Persistent link: https://www.econbiz.de/10014306648