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Empirical-likelihood-based confidence intervals for conditional variance in heteroskedastic regression models
Chan, Ngai Hang; Peng, Liang; Zhang, Dabao - In: Econometric theory 27 (2011) 1, pp. 154-177
Persistent link: https://www.econbiz.de/10009127139
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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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Toward a unified interval estimation of autoregressions
Chan, Ngai Hang; Li, Deyuan; Peng, Liang - In: Econometric theory 28 (2012) 3, pp. 705-717
Persistent link: https://www.econbiz.de/10009545785
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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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TOWARD A UNIFIED INTERVAL ESTIMATION OF AUTOREGRESSIONS
Chan, Ngai Hang; Li, Deyuan; Peng, Liang - In: Econometric theory 28 (2011) 3, pp. 705-718
Persistent link: https://www.econbiz.de/10009968682
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EMPIRICAL-LIKELIHOOD-BASED CONFIDENCE INTERVALS FOR CONDITIONAL VARIANCE IN HETEROSKEDASTIC REGRESSION MODELS
Chan, Ngai Hang; Peng, Liang; Zhang, Dabao - In: Econometric theory 27 (2010) 1, pp. 154-178
Persistent link: https://www.econbiz.de/10008814161
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REGRESSION WITH SLOWLY VARYING REGRESSORS AND NONLINEAR TRENDS
Phillips, Peter C.B.; Akonom, J.; Barro, R.J.; … - In: Econometric theory 23 (2007) 4, pp. 557-614
Persistent link: https://www.econbiz.de/10007732419