Narrow search
Showing 1 - 10 of 16
Cover Image
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
Cover Image
Spline-backfitted kernal smoothing of additive coefficient model
Liu, Rong; Yang, Lijian; Wang, Hui - In: Econometric theory 26 (2010) 1, pp. 29-59
Persistent link: https://www.econbiz.de/10003968457
Cover Image
Spline estimation of a semiparametric GARCH model
Liu, Rong; Yang, Lijian - In: Econometric theory 32 (2016) 4, pp. 1023-1054
Persistent link: https://www.econbiz.de/10011644228
Cover Image
Nonparametric estimation and testing of interaction in additive models
Sperlich, Stefan; Tjostheim, Dag; Yang, Lijian - In: Econometric theory 18 (2002) 2, pp. 197-251
Persistent link: https://www.econbiz.de/10001661291
Cover Image
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/10006972300
Cover Image
Nonparametric Estimation and Testing of Interaction in Additive Models
Sperlich, Stefan; Tjöstheim, Dag; Yang, Lijian - In: Econometric theory 18 (2002) 2, pp. 197-251
Persistent link: https://www.econbiz.de/10006974579
Cover Image
Integrated conditional moment tests for parametric conditional distributions
Bierens, Herman J.; Wang, Li - In: Econometric theory 28 (2012) 2, pp. 328-362
Persistent link: https://www.econbiz.de/10009520945
Cover Image
INTEGRATED CONDITIONAL MOMENT TESTS FOR PARAMETRIC CONDITIONAL DISTRIBUTIONS
Bierens, Herman J.; Wang, Li - In: Econometric theory 28 (2011) 2, pp. 328-363
Persistent link: https://www.econbiz.de/10009847392
Cover Image
A bootstrap test for positive definiteness of income effect matrices
Härdle, Wolfgang - In: Econometric theory 8 (1992) 2, pp. 276-290
Persistent link: https://www.econbiz.de/10001128732
Cover Image
Testing a parametric model against a semiparametric alternative
Horowitz, Joel - In: Econometric theory 10 (1994) 5, pp. 821-848
Persistent link: https://www.econbiz.de/10001175056