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Locally stationary factor models : identification and nonparametric estimation
Motta, Giovanni; Hafner, Christian M.; Sachs, Rainer von - In: Econometric theory 27 (2011) 6, pp. 1279-1319
Persistent link: https://www.econbiz.de/10009489713
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Test for parameter instability in dynamic factor models
Han, Xu; Inoue, Atsushi - In: Econometric theory 31 (2015) 5, pp. 1117-1152
Persistent link: https://www.econbiz.de/10011545524
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Characteristic function based testing for conditional independence : a nonparametric regression approach
Wang, Xia; Hong, Yongmiao - In: Econometric theory 34 (2018) 4, pp. 815-849
Persistent link: https://www.econbiz.de/10011951432
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Endogeneity in semiparametric threshold regression
Kourtellos, Andros; Stengos, Thanasēs; Sun, Yiguo - In: Econometric theory 38 (2022) 3, pp. 562-595
Persistent link: https://www.econbiz.de/10013269974
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Nonparametric euler equation identification and estimation
Escanciano, Juan Carlos; Hoderlein, Stefan; Lewbel, Arthur - In: Econometric theory 37 (2021) 5, pp. 851-891
Persistent link: https://www.econbiz.de/10012656387
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Testing for structural changes in factor models via a nonparametric regression
Su, Liangjun; Wang, Xia - In: Econometric theory 36 (2020) 6, pp. 1127-1158
Persistent link: https://www.econbiz.de/10012404092
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Identification of joint distributions in dependent factor models
Ben-Moshe, Dan - In: Econometric theory 34 (2018) 1, pp. 134-165
Persistent link: https://www.econbiz.de/10011950930
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A Markovian local resampling scheme for nonparametric estimators in time series analysis
Paparoditis, Efstathios; Politis, Dimitris N. - In: Econometric theory 17 (2001) 3, pp. 540-566
Persistent link: https://www.econbiz.de/10001589016
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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
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Semiparametric efficiency bound in time-series models for conditional quantiles
Komunjer, Ivana; Vuong, Quang H. - In: Econometric theory 26 (2010) 2, pp. 383-405
Persistent link: https://www.econbiz.de/10003968595