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Copula-based characterizations for higher order Markov processes
Ibragimov, Rustam Ju. - In: Econometric theory 25 (2009) 3, pp. 819-846
Persistent link: https://www.econbiz.de/10003864192
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Regression asymptotics using martingale convergence methods
Ibragimov, Rustam Ju.; Phillips, Peter C. B. - In: Econometric theory 24 (2008) 4, pp. 888-947
Persistent link: https://www.econbiz.de/10003736839
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Efficiency of linear estimators under heavy-tailedness : convolutions of α-symmetric distributions
Ibragimov, Rustam - In: Econometric theory 23 (2007) 3, pp. 501-517
Persistent link: https://www.econbiz.de/10003541265
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EFFICIENCY OF LINEAR ESTIMATORS UNDER HEAVY-TAILEDNESS: CONVOLUTIONS OF α-SYMMETRIC DISTRIBUTIONS
Ibragimov, Rustam; An, M.Y.; Andrews, D.W.K.; Andrews, … - In: Econometric theory 23 (2007) 3, pp. 501-518
Persistent link: https://www.econbiz.de/10007770856
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REGRESSION ASYMPTOTICS USING MARTINGALE CONVERGENCE METHODS
Ibragimov, Rustam; Phillips, Peter C.B. - In: Econometric theory 24 (2008) 4, pp. 888-947
Persistent link: https://www.econbiz.de/10008069005
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COPULA-BASED CHARACTERIZATIONS FOR HIGHER ORDER MARKOV PROCESSES
Ibragimov, Rustam - In: Econometric theory 25 (2009) 3, pp. 819-846
Persistent link: https://www.econbiz.de/10008257710
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SHRINKAGE ESTIMATION FOR NEARLY SINGULAR DESIGNS
Knight, Keith; Barnabani, M.; Caner, M.; Caner, M.; … - In: Econometric theory 24 (2008) 2, pp. 323-337
Persistent link: https://www.econbiz.de/10007912728