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On moment conditions for quasi-maximum likelihood estimation of multivariate arch models
Avarucci, Marco; Beutner, Eric; Zaffaroni, Paolo - In: Econometric theory 29 (2013) 3, pp. 545-566
Persistent link: https://www.econbiz.de/10009778514
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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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Bias correctoin of semiparametric long memory parameter estimators via the prefiltered sieve bootstrap
Poskitt, Donald Stephen; Martin, M.; Grose, Simone D. - In: Econometric theory 33 (2017) 3, pp. 578-609
Persistent link: https://www.econbiz.de/10011810039
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Estimation and inference for moments of ratios with robustness against large trimming bias
Sasaki, Yuya; Ura, Takuya - In: Econometric theory 38 (2022) 1, pp. 66-112
Persistent link: https://www.econbiz.de/10013166118
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Finite-sample bias of the QMLE in spatial autoregressive models
Bao, Yong - In: Econometric theory 29 (2013) 1, pp. 68-88
Persistent link: https://www.econbiz.de/10009747878
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Empirical characteristic function in time series estimation
Knight, John L.; Yu, Jun - In: Econometric theory 18 (2002) 3, pp. 691-721
Persistent link: https://www.econbiz.de/10001673452
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Efficient likelihood inference in nonstationary univariate models
Nielsen, Morten Ørregaard - In: Econometric theory 20 (2004) 1, pp. 116-146
Persistent link: https://www.econbiz.de/10001904824
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Noncausal vector autoregression
Lanne, Markku; Saikkonen, Pentti - In: Econometric theory 29 (2013) 3, pp. 447-481
Persistent link: https://www.econbiz.de/10009778526
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Non- and semiparametric identification of seasonal nonlinear autoregression models
Yang, Lijian; Tschernig, Rolf - In: Econometric theory 18 (2002) 6, pp. 1408-1448
Persistent link: https://www.econbiz.de/10001716911
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Modeling cyclical behavior with differential-difference equations in an unobserved components framework
Chambers, Marcus J.; MacGarry, Joanne - In: Econometric theory 18 (2002) 2, pp. 387-419
Persistent link: https://www.econbiz.de/10001661304