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Comments on the 20th anniversary issue of Econometric theory
Granger, C. W. J. - In: Econometric theory 21 (2005) 1, pp. 298
Persistent link: https://www.econbiz.de/10002674748
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Nonparametric estimation and identification of nonlinear ARCH time series : strong convergence and asymptotic normality
Masry, Elias - In: Econometric theory 11 (1995) 2, pp. 258-289
Persistent link: https://www.econbiz.de/10001185253
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NONPARAMETRIC ADDITIVE MODELS FOR PANELS OF TIME SERIES
Mammen, Enno; Støve, Bård; Tjøstheim, Dag - In: Econometric theory 25 (2009) 2, pp. 442-481
Persistent link: https://www.econbiz.de/10008211991
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Additive Nonlinear ARX Time Series and Projection Estimates
Masry, Elias; Tjøstheim, Dag - In: Econometric theory 13 (1997) 2, pp. 214-252
Persistent link: https://www.econbiz.de/10006998463
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NONPARAMETRIC SPECIFICATION TESTING FOR NONLINEAR TIME SERIES WITH NONSTATIONARITY
Gao, Jiti; King, Maxwell; Lu, Zudi; Tjøstheim, Dag - In: Econometric theory 25 (2009) 6, pp. 1869-1892
Persistent link: https://www.econbiz.de/10008325206
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Nonparametric Estimation and Identification of Nonlinear ARCH Time Series: Strong Convergence and Asymptotic Normality
Masry, Elias; Tjøstheim, Dag - In: Econometric theory 11 (1995) 2, pp. 258-289
Persistent link: https://www.econbiz.de/10007007265
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NULL RECURRENT UNIT ROOT PROCESSES
Myklebust, Terje; Karlsen, Hans Arnfinn; Tjøstheim, Dag - In: Econometric theory 28 (2011) 1, pp. 1-42
Persistent link: https://www.econbiz.de/10009832940
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Nonparametric specification testing for nonlinear time series with nonstationarity
Gao, Jiti; King, Maxwell L.; Lu, Zu-di; Tjøstheim, Dag - In: Econometric theory 25 (2009) 6, pp. 1869-1892
Persistent link: https://www.econbiz.de/10003904450
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Null recurrent unit root processes
Myklebust, Terje; Karlsen, Hans Arnfinn; Tjøstheim, Dag - In: Econometric theory 28 (2012) 1, pp. 1-41
Persistent link: https://www.econbiz.de/10009520976
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Nonparametric additive models for panels of time series
Mammen, Enno; Støve, Bård; Tjøstheim, Dag - In: Econometric theory 25 (2009) 2, pp. 442-481
Persistent link: https://www.econbiz.de/10003818336