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Uniform convergence rates of Kernel-based nonparametric estimators for continuous time diffusion processes : a damping function approach
Kanaya, Shin
- In:
Econometric theory
33
(
2017
)
4
,
pp. 874-914
Persistent link: https://www.econbiz.de/10011810216
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Convergence rates of sums of α-mixing triangualr arrays : with an application to nonparametric drift function estimation of continuous-time processes
Kanaya, Shin
- In:
Econometric theory
33
(
2017
)
5
,
pp. 1121-1153
Persistent link: https://www.econbiz.de/10011810254
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3
Uniform consistency for nonparametric estimators in null recurrent time series
Gao, Jiti
;
Kanaya, Shin
;
Li, Degui
;
Tjostheim, Dag
- In:
Econometric theory
31
(
2015
)
5
,
pp. 911-952
Persistent link: https://www.econbiz.de/10011545492
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4
Estimation of stochastic volatility models by nonparametric filtering
Kanaya, Shin
;
Kristensen, Dennis
- In:
Econometric theory
32
(
2016
)
4
,
pp. 861-916
Persistent link: https://www.econbiz.de/10011644214
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5
Empirical likelihood estimation of conditional moment restriction models with unknown functions
Otsu, Taisuke
- In:
Econometric theory
27
(
2011
)
1
,
pp. 8-46
Persistent link: https://www.econbiz.de/10009127145
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6
Generalized empirical likelihood inference for nonlinear and time series models under weak identification
Otsu, Taisuke
- In:
Econometric theory
22
(
2006
)
3
,
pp. 513-527
Persistent link: https://www.econbiz.de/10003307495
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SECOND-ORDER REFINEMENT OF EMPIRICAL LIKELIHOOD FOR TESTING OVERIDENTIFYING RESTRICTIONS
Matsushita, Yukitoshi
;
Otsu, Taisuke
- In:
Econometric theory
29
(
2012
)
2
,
pp. 324-353
Persistent link: https://www.econbiz.de/10010099084
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8
MATRIX ALGEBRA, by Karim M. Abadir and Jan R. Magnus, Cambridge University Press, 2005
Otsu, Taisuke
- In:
Econometric theory
22
(
2006
)
5
,
pp. 968-972
Persistent link: https://www.econbiz.de/10007292695
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TESTING FOR NONNESTED CONDITIONAL MOMENT RESTRICTIONS VIA CONDITIONAL EMPIRICAL LIKELIHOOD
Otsu, Taisuke
;
Whang, Yoon-Jae
- In:
Econometric theory
27
(
2010
)
1
,
pp. 114-154
Persistent link: https://www.econbiz.de/10008814162
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10
EMPIRICAL LIKELIHOOD ESTIMATION OF CONDITIONAL MOMENT RESTRICTION MODELS WITH UNKNOWN FUNCTIONS
Otsu, Taisuke
- In:
Econometric theory
27
(
2010
)
1
,
pp. 8-47
Persistent link: https://www.econbiz.de/10008814165
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