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Asymptotics of spectral density estimates
Liu, Weidong; Wu, Wei Biao - In: Econometric theory 26 (2010) 4, pp. 1218-1245
Persistent link: https://www.econbiz.de/10003993835
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Local whittle estimation of fractional integration for nonlinear processes
Shao, Xiaofeng; Wu, Wei Biao - In: Econometric theory 23 (2007) 5, pp. 899-929
Persistent link: https://www.econbiz.de/10003549669
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A limit theorem for quadratic forms and its applications
Wu, Wei Biao; Shao, Xiaofeng - In: Econometric theory 23 (2007) 5, pp. 930-951
Persistent link: https://www.econbiz.de/10003549673
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Parametric specification test for nonlinear autoregressive models
Kim, Kun Ho; Zhang, Ting; Wu, Wei Biao - In: Econometric theory 31 (2015) 5, pp. 1078-1101
Persistent link: https://www.econbiz.de/10011545520
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Asymptotic theory for spectral density estimates of general multivariate time series
Wu, Wei Biao; Zaffaroni, Paolo - In: Econometric theory 34 (2018) 1, pp. 1-22
Persistent link: https://www.econbiz.de/10011950919
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Unit root testing for functionals of linear processes
Wu, Wei Biao - In: Econometric theory 22 (2006) 1, pp. 1-14
Persistent link: https://www.econbiz.de/10003272604
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A LIMIT THEOREM FOR QUADRATIC FORMS AND ITS APPLICATIONS
Wu, Wei Biao; Shao, Xiaofeng; Anderson, T.W.; Andrews, … - In: Econometric theory 23 (2007) 5, pp. 930-951
Persistent link: https://www.econbiz.de/10007762700
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LOCAL WHITTLE ESTIMATION OF FRACTIONAL INTEGRATION FOR NONLINEAR PROCESSES
Shao, Xiaofeng; Wu, Wei Biao; Baillie, R.T.; Chung, C.F.; … - In: Econometric theory 23 (2007) 5, pp. 899-929
Persistent link: https://www.econbiz.de/10007762701
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UNIT ROOT TESTING FOR FUNCTIONALS OF LINEAR PROCESSES
Wu, Wei Biao - In: Econometric theory 22 (2006) 1, pp. 1-14
Persistent link: https://www.econbiz.de/10006955266