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GAUSSIAN INFERENCE IN AR(1) TIME SERIES WITH OR WITHOUT A UNIT ROOT
Phillips, Peter C.B.; Han, Chirok - In: Econometric theory 24 (2008) 3, pp. 631-650
Persistent link: https://www.econbiz.de/10007992760
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LAD ASYMPTOTICS UNDER CONDITIONAL HETEROSKEDASTICITY WITH POSSIBLY INFINITE ERROR DENSITIES
Cho, Jin Seo; Han, Chirok; Phillips, Peter C.B. - In: Econometric theory 26 (2010) 3, pp. 953-963
Persistent link: https://www.econbiz.de/10008415349
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Determinants of covariance matrices of differenced AR(1) processes
Han, Chirok - In: Econometric theory 23 (2007) 6, pp. 1248-1253
Persistent link: https://www.econbiz.de/10003591886
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The properties of Lp-GMM estimators
Jong, Robert M. de; Han, Chirok - In: Econometric theory 18 (2002) 2, pp. 491-504
Persistent link: https://www.econbiz.de/10001661310
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GMM estimation for dynamic panels with fixed effects and strong instruments at unity
Han, Chirok; Phillips, Peter C. B. - In: Econometric theory 26 (2010) 1, pp. 119-151
Persistent link: https://www.econbiz.de/10003968539
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Gaussian inference in AR(1) time series with or without a unit root
Phillips, Peter C. B.; Han, Chirok - In: Econometric theory 24 (2008) 3, pp. 631-650
Persistent link: https://www.econbiz.de/10003894277
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LAD asymptotics under conditional heteroskedasticity with possibly infinite error densities
Cho, Jin Seo; Han, Chirok; Phillips, Peter C. B. - In: Econometric theory 26 (2010) 3, pp. 953-962
Persistent link: https://www.econbiz.de/10003992445
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Uniform asymptotic normality in stationary and unit root autoregression
Han, Chirok; Phillips, Peter C. B.; Sul, Donggyu - In: Econometric theory 27 (2011) 6, pp. 1117-1151
Persistent link: https://www.econbiz.de/10009489719
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X-differencing and dynamic panel model estimation
Han, Chirok; Phillips, Peter C. B.; Sul, Donggyu - In: Econometric theory 30 (2014) 1, pp. 201-251
Persistent link: https://www.econbiz.de/10010399780
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UNIFORM ASYMPTOTIC NORMALITY IN STATIONARY AND UNIT ROOT AUTOREGRESSION
Han, Chirok; Phillips, Peter C. B.; Sul, Donggyu - In: Econometric theory 27 (2011) 6, pp. 1117-1152
Persistent link: https://www.econbiz.de/10009804261