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Test for zero median of errors in an ARMA-GARCH model
Ma, Yaolan; Zhou, Mohan; Peng, Liang; Zhang, Rongmao - In: Econometric theory 38 (2022) 3, pp. 536-561
Persistent link: https://www.econbiz.de/10013269973
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The asymptotic properties of the system GMM estimator in dynamic panel data models when both N and T are large
Hayakawa, Kazuhiko - In: Econometric theory 31 (2015) 3, pp. 647-667
Persistent link: https://www.econbiz.de/10011290881
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Estimation for dynamic panel data with individual effects
Robinson, Peter M.; Velasco, Carlos - In: Econometric theory 36 (2020) 2, pp. 185-222
Persistent link: https://www.econbiz.de/10012193732
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Identification robust inference for moments-based analysis of linear dynamic panel data models
Bun, Maurice J. G.; Kleibergen, Frank - In: Econometric theory 38 (2022) 4, pp. 689-751
Persistent link: https://www.econbiz.de/10013366924
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Small-sample likelihood-based inference in the ARFIMA model
Lieberman, Offer; Rousseau, Judith; Zucker, David M. - In: Econometric theory 16 (2000) 2, pp. 231-248
Persistent link: https://www.econbiz.de/10001483371
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A new method for obtaining the autocovariance of an ARMA model : an exact form solution
Karanasos, Menelaos - In: Econometric theory 14 (1998) 5, pp. 622-640
Persistent link: https://www.econbiz.de/10001381129
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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 global weighted LAD estimators for finite/infinite variance ARMA (p,q) models
Zhu, Ke; Ling, Shiqing - In: Econometric theory 28 (2012) 5, pp. 1065-1086
Persistent link: https://www.econbiz.de/10009714722
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Local linear fitting under near epoch dependence : uniform consistency with convergence rates
Li, Degui; Lu, Zu-di; Linton, Oliver - In: Econometric theory 28 (2012) 5, pp. 935-958
Persistent link: https://www.econbiz.de/10009714729
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Impulse responses of fractionally integrated processes with long memory
Hassler, Uwe; Kokoszka, Piotr - In: Econometric theory 26 (2010) 6, pp. 1855-1861
Persistent link: https://www.econbiz.de/10008738316