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On asymptotic inference in cointegrated time series with fractionally integrated errors
Jeganathan, P. - In: Econometric theory 15 (1999) 4, pp. 583-621
Persistent link: https://www.econbiz.de/10001490744
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The behavior of forecast errors from a nearly integrated AR(1) model as both sample size and forecast horizon become large
Kemp, Gordon C. R. - In: Econometric theory 15 (1999) 2, pp. 238-256
Persistent link: https://www.econbiz.de/10001381851
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A unified approach to the measurement error problem in time series models
Tanaka, Katsuto - In: Econometric theory 18 (2002) 2, pp. 278-296
Persistent link: https://www.econbiz.de/10001661295
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Nonparametric regression in the presence of measurement error
Schennach, Susanne M. - In: Econometric theory 20 (2004) 6, pp. 1046-1093
Persistent link: https://www.econbiz.de/10002424839
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Minimizing average risk in regression models
Claeskens, Gerda; Hjort, Nils Lid - In: Econometric theory 24 (2008) 2, pp. 493-527
Persistent link: https://www.econbiz.de/10003894211
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Prediction errors in nonstationary autoregressions of infinite order
Ing, Ching-kang; Sin, Chor-yiu; Yu, Shu-hui - In: Econometric theory 26 (2010) 3, pp. 774-803
Persistent link: https://www.econbiz.de/10003992431
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Tail index of an AR(1) model with ARCH(1) errors
Chan, Ngai Hang; Li, Deyuan; Peng, Liang; Zhang, Rongmao - In: Econometric theory 29 (2013) 5, pp. 920-940
Persistent link: https://www.econbiz.de/10010248321
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Nonparametric cointegrating regression with NNH errors
Wang, Qiying; Wang, Ying Xiang Rachel - In: Econometric theory 29 (2013) 1, pp. 1-27
Persistent link: https://www.econbiz.de/10009747954
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Measurement errors in dynamic models
Komunjer, Ivana; Ng, Serena - In: Econometric theory 30 (2014) 1, pp. 150-175
Persistent link: https://www.econbiz.de/10010399783
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Estimating the persistence and the autocorrelation function of a time series that is measured with error
Hansen, Peter Reinhard; Lunde, Asger - In: Econometric theory 30 (2014) 1, pp. 60-93
Persistent link: https://www.econbiz.de/10010399787