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Averaging estimators for regressions with a possible structural break
Hansen, Bruce E. - In: Econometric theory 25 (2009) 6, pp. 1498-1514
Persistent link: https://www.econbiz.de/10003904419
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On multiple structural breaks in distribution : an empirical characteristic function approach
Fu, Zhonghao; Hong, Yongmiao; Wang, Xia - In: Econometric theory 39 (2023) 3, pp. 534-581
Persistent link: https://www.econbiz.de/10014306649
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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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Central limit theorems for weighted sums of linear processes : Lp-approximability versus Brownian motion
Mynbaev, Kairat T. - In: Econometric theory 25 (2009) 3, pp. 748-763
Persistent link: https://www.econbiz.de/10003864172
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Uniform convergence rates over maximal domains in structural nonparametric cointegrating regression
Duffy, James A. - In: Econometric theory 33 (2017) 6, pp. 1387-1417
Persistent link: https://www.econbiz.de/10011810424
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Inference for the jump part of quadratic variation of Itô semimartingales
Veraart, Almut E. D. - In: Econometric theory 26 (2010) 2, pp. 331-368
Persistent link: https://www.econbiz.de/10003968591
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Asymptotics for cointegrated processes with infrequent stochastic level shifts and outliers
Georgiev, Iliyan - In: Econometric theory 24 (2008) 3, pp. 587-615
Persistent link: https://www.econbiz.de/10003894270
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Adaptive LASSO-type estimation for multivariate diffusion processes
De Gregorio, Alessandro; Iacus, Stefano Maria - In: Econometric theory 28 (2012) 4, pp. 838-860
Persistent link: https://www.econbiz.de/10009669733
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Asymptotic theory for maximum likelihood estimation of the memory parameter in stationary Gaussian processes
Lieberman, Offer; Rosemarin, Roy; Rousseau, Judith - In: Econometric theory 28 (2012) 2, pp. 457-470
Persistent link: https://www.econbiz.de/10009520934
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Signal extraction in long memory stochastic volatility
Arteche, Josu - In: Econometric theory 31 (2015) 6, pp. 1382-1402
Persistent link: https://www.econbiz.de/10011545560