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Improved estimation of the expected Kullback-Leibler discrepancy in case of misspecification
Reschenhofer, Erhard - In: Econometric theory 15 (1999) 3, pp. 377-387
Persistent link: https://www.econbiz.de/10001434317
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Nonparametric identification of latent competing risks models
Colby, Gordana; Rilstone, Paul - In: Econometric theory 20 (2004) 5, pp. 883-890
Persistent link: https://www.econbiz.de/10002265245
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Unit root and cointegrating limit theory when initialization is in the infinite past
Phillips, Peter C. B.; Magdalinos, Tassos - In: Econometric theory 25 (2009) 6, pp. 1682-1715
Persistent link: https://www.econbiz.de/10003904436
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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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Localized model selection for regression
Yang, Yuhong - In: Econometric theory 24 (2008) 2, pp. 472-492
Persistent link: https://www.econbiz.de/10003894209
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Minimizing average risk in regression models
Claeskens, Gerda; Hjort, Nils Lid - In: Econometric theory 24 (2008) 2, pp. 493-527
Persistent link: https://www.econbiz.de/10003894211
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Fast rates for estimation error and oracle inequalities for model selection
Bartlett, Peter L. - In: Econometric theory 24 (2008) 2, pp. 545-552
Persistent link: https://www.econbiz.de/10003894216
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Specification testing in models with many instruments
Anatolyev, Stanislav; Gospodinov, Nikolaj - In: Econometric theory 27 (2011) 2, pp. 427-441
Persistent link: https://www.econbiz.de/10009310705
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Specification testing in nonlinear time series with long-range dependence
Gao, Jiti; Wang, Qiying; Yin, Jiying - In: Econometric theory 27 (2011) 2, pp. 260-284
Persistent link: https://www.econbiz.de/10009310805
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Estimation of binary choice models with linear index and dummy endogenous variables
Yildiz, Neşe - In: Econometric theory 29 (2013) 2, pp. 354-392
Persistent link: https://www.econbiz.de/10009760003