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Exact local whittle estimation of fractional integration with unknown mean and time trend
Shimotsu, Katsumi - In: Econometric theory 26 (2010) 2, pp. 501-540
Persistent link: https://www.econbiz.de/10003968609
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COVARIANCE-BASED ORTHOGONALITY TESTS FOR REGRESSORS WITH UNKNOWN PERSISTENCE
Maynard, Alex; Shimotsu, Katsumi - In: Econometric theory 25 (2009) 1, pp. 63-116
Persistent link: https://www.econbiz.de/10008163719
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MAXIMAL UNIFORM CONVERGENCE RATES IN PARAMETRIC ESTIMATION PROBLEMS
Shimotsu, Katsumi - In: Econometric theory 26 (2010) 2, pp. 469-501
Persistent link: https://www.econbiz.de/10008388022
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Covariance-based orthogonality tests for regressors with unknown persistence
Maynard, Alex; Shimotsu, Katsumi - In: Econometric theory 25 (2009) 1, pp. 63-116
Persistent link: https://www.econbiz.de/10003816218
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Identification of regression models with a misclassified and endogenous binary regressor
Kasahara, Hiroyuki; Shimotsu, Katsumi - In: Econometric theory 38 (2022) 6, pp. 1117-1139
Persistent link: https://www.econbiz.de/10013539307