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AN IMPROVED GENERALIZED SPECTRAL TEST FOR CONDITIONAL MEAN MODELS IN TIME SERIES WITH CONDITIONAL HETEROSKEDASTICITY OF UNKNOWN FORM
Hong, Yongmiao; Lee, Yoon-Jin - In: Econometric theory 23 (2007) 1, pp. 106-154
Persistent link: https://www.econbiz.de/10007614052
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An improved generalized spectral test for conditional mean models in time series with conditional heteroskedasticity of unknown form
Hong, Yongmiao; Lee, Yoon-jin - In: Econometric theory 23 (2007) 1, pp. 106-154
Persistent link: https://www.econbiz.de/10003407425
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Asymptotically unbiased estimation of autocovariances and autocorrelations with long panel data
Okui, Ryo - In: Econometric theory 26 (2010) 5, pp. 1263-1304
Persistent link: https://www.econbiz.de/10008662672
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A PUZZLING PHENOMENON IN SEMIPARAMETRIC ESTIMATION PROBLEMS WITH INFINITE-DIMENSIONAL NUISANCE PARAMETERS
Hitomi, Kohtaro; Nishiyama, Yoshihiko; Okui, Ryo - In: Econometric theory 24 (2008) 6, pp. 1717
Persistent link: https://www.econbiz.de/10008110445
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A puzzling phenomenon in semiparametric estimation problems with infinite-dimensional nuisance parameters
Hitomi, Kohtaro; Nishiyama, Yoshihiko; Okui, Ryo - In: Econometric theory 24 (2008) 6, pp. 1717-1728
Persistent link: https://www.econbiz.de/10003771893
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ON THE ALTERNATIVE LONG-RUN VARIANCE RATIO TEST FOR A UNIT ROOT
Cai, Ye; Shintani, Mototsugu - In: Econometric theory 22 (2006) 3, pp. 347-372
Persistent link: https://www.econbiz.de/10006955208
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On the alternative long-run variance ratio test for a unit root
Cai, Ye; Shintani, Mototsugu - In: Econometric theory 22 (2006) 3, pp. 347-372
Persistent link: https://www.econbiz.de/10003307468