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Quasi-maximum likelihood estimation of semi-strong GARCH models
Escanciano, Juan Carlos - In: Econometric theory 25 (2009) 2, pp. 561-570
Persistent link: https://www.econbiz.de/10003818363
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Semiparametric identification and fisher information
Escanciano, Juan Carlos - In: Econometric theory 38 (2022) 2, pp. 301-338
Persistent link: https://www.econbiz.de/10013187226
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Non-Gaussian log-periodogram regression
Velasco, Carlos - In: Econometric theory 16 (2000) 1, pp. 44-79
Persistent link: https://www.econbiz.de/10001568489
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QUASI-MAXIMUM LIKELIHOOD ESTIMATION OF SEMI-STRONG GARCH MODELS
Escanciano, Juan Carlos - In: Econometric theory 25 (2009) 2, pp. 561-570
Persistent link: https://www.econbiz.de/10008211988
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Identifying multiple marginal effects with a single instrument
Caetano, Carolina; Escanciano, Juan Carlos - In: Econometric theory 37 (2021) 3, pp. 464-494
Persistent link: https://www.econbiz.de/10012593443
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Nonparametric euler equation identification and estimation
Escanciano, Juan Carlos; Hoderlein, Stefan; Lewbel, Arthur - In: Econometric theory 37 (2021) 5, pp. 851-891
Persistent link: https://www.econbiz.de/10012656387
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Edgeworth expansions for spectral density estimates and studentized sample mean
Velasco, Carlos; Robinson, Peter M. - In: Econometric theory 17 (2001) 3, pp. 497-539
Persistent link: https://www.econbiz.de/10001589011
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DISTRIBUTION-FREE TESTS OF FRACTIONAL COINTEGRATION
Hualde, Javier; Velasco, Carlos; Beran, J.; Breitung, J.; … - In: Econometric theory 24 (2008) 1, pp. 216-255
Persistent link: https://www.econbiz.de/10007896788
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A SIMPLE TEST OF NORMALITY FOR TIME SERIES
Lobato, Ignacio N.; Velasco, Carlos - In: Econometric theory 20 (2004) 4, pp. 671-689
Persistent link: https://www.econbiz.de/10006962883
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ARTICLES - Edgeworth Expansions for Spectral Density Estimates and Studentized Sample Mean
Velasco, Carlos; Robinson, Peter M. - In: Econometric theory 17 (2001) 3, pp. 497-539
Persistent link: https://www.econbiz.de/10006978680