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Asymptotic normality for weighted sums of linear processes
Abadir, Karim Maher; Distaso, Walter; Giraitis, Liudas; … - In: Econometric theory 30 (2014) 1, pp. 252-284
Persistent link: https://www.econbiz.de/10010399779
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Order Invariability of Idempotent Matrix
Abadir, Karim M.; Distaso, Walter; Dastoor, Naorayex K. - In: Econometric theory 14 (1998) 3, pp. 385
Persistent link: https://www.econbiz.de/10006993028
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ARMA representation of squared Markov switching heteroskedastic models - solution
Distaso, Walter - In: Econometric theory 19 (2003) 2, pp. 412-413
Persistent link: https://www.econbiz.de/10001745838
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The limiting distribution of the t ratio under a unit root
Abadir, Karim Maher - In: Econometric theory 11 (1995) 4, pp. 775-793
Persistent link: https://www.econbiz.de/10001192725
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On the asymptotic power of unit root tests
Abadir, Karim Maher - In: Econometric theory 9 (1993) 2, pp. 189-221
Persistent link: https://www.econbiz.de/10001143739
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A new test for nonstationarity against the stable alternative
Abadir, Karim Maher - In: Econometric theory 11 (1995) 1, pp. 81-104
Persistent link: https://www.econbiz.de/10001176351
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The mean-median-mode inequality : counterexamples
Abadir, Karim Maher - In: Econometric theory 21 (2005) 2, pp. 477-482
Persistent link: https://www.econbiz.de/10002740805
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PROBLEMS AND SOLUTIONS - PROBLEM - ARMA Representation of Squared Markov Switching Heteroskedastic Models
Distaso, Walter - In: Econometric theory 18 (2002) 2, pp. 541
Persistent link: https://www.econbiz.de/10006974566
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PROBLEMS AND SOLUTIONS - SOLUTIONS - Regression Specification Error Test as a Gauss-Newton Regression
Baiocchi, Giovanni; Distaso, Walter - In: Econometric theory 15 (1999) 4, pp. 634-635
Persistent link: https://www.econbiz.de/10006987521
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Stationary ARCH models : dependence structure and central limit theorem
Giraitis, Liudas; Kokoszka, Piotr; Leipus, Remigijus - In: Econometric theory 16 (2000) 1, pp. 3-22
Persistent link: https://www.econbiz.de/10001568487