Narrow search
Showing 1 - 10 of 821
Cover Image
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
Cover Image
Distributions of quadratic functionals of the fractional Brownian motion based on a martingale approximation
Tanaka, Katsuto - In: Econometric theory 30 (2014) 5, pp. 1078-1109
Persistent link: https://www.econbiz.de/10010502130
Cover Image
Martingale limit theorem revisited and nonlinear cointegrating regression
Wang, Qiying - In: Econometric theory 30 (2014) 3, pp. 509-535
Persistent link: https://www.econbiz.de/10010500889
Cover Image
A limit theorem for quadratic forms and its applications
Wu, Wei Biao; Shao, Xiaofeng - In: Econometric theory 23 (2007) 5, pp. 930-951
Persistent link: https://www.econbiz.de/10003549673
Cover Image
Efficient two-step generalized empirical likelihood estimation and tests with martingale differences
Jin, Fei; Lee, Lung-fei - In: Econometric theory 37 (2021) 3, pp. 573-612
Persistent link: https://www.econbiz.de/10012593449
Cover Image
Solutions of multivariate rational expectations models
Broze, Laurence - In: Econometric theory 11 (1995) 2, pp. 229-257
Persistent link: https://www.econbiz.de/10001185254
Cover Image
Solutions of linear rational expectations models
Broze, Laurence - In: Econometric theory 1 (1985) 3, pp. 341-368
Persistent link: https://www.econbiz.de/10001072751
Cover Image
The econometrics of learning in financial markets
Bossaerts, Peter L. - In: Econometric theory 11 (1995) 1, pp. 151-189
Persistent link: https://www.econbiz.de/10001176345
Cover Image
The linear systems approach to linear rational expectations models
Sadoon, Majid M. al- - In: Econometric theory 34 (2018) 3, pp. 628-658
Persistent link: https://www.econbiz.de/10011951017
Cover Image
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