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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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Testing for strict stationarity via the discrete fourier transform
Fu, Zhonghao; Gao, Shang; Su, Liangjun; Wang, Xia - In: Econometric theory 40 (2024) 3, pp. 511-557
Persistent link: https://www.econbiz.de/10015055106
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Estimation of stochastic volatility models by nonparametric filtering
Kanaya, Shin; Kristensen, Dennis - In: Econometric theory 32 (2016) 4, pp. 861-916
Persistent link: https://www.econbiz.de/10011644214
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Adaptation for nonparametric estimators of locally stationary processes
Dahlhaus, Rainer; Richter, Stefan - In: Econometric theory 39 (2023) 6, pp. 1123-1153
Persistent link: https://www.econbiz.de/10014465367
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Nonparametric significance testing
Lavergne, Pascal; Vuong, Quang H. - In: Econometric theory 16 (2000) 4, pp. 576-601
Persistent link: https://www.econbiz.de/10001517339
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Specification test for missing functional data
Bugni, Federico A. - In: Econometric theory 28 (2012) 5, pp. 959-1002
Persistent link: https://www.econbiz.de/10009714727
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A consistent nonparametric test on semiparametric smooth coefficient models with integrated time series
Sun, Yiguo; Cai, Zongwu; Li, Qi - In: Econometric theory 32 (2016) 4, pp. 988-1022
Persistent link: https://www.econbiz.de/10011644226
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A nonparametric test of significant variables in gradients
Yao, Feng; Wang, Taining - In: Econometric theory 37 (2021) 5, pp. 959-1003
Persistent link: https://www.econbiz.de/10012656390
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Nonparametric significance testing in measurement error models
Dong, Hao; Taylor, Luke - In: Econometric theory 38 (2022) 3, pp. 454-496
Persistent link: https://www.econbiz.de/10013269971
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Asymptotics for cointegrated processes with infrequent stochastic level shifts and outliers
Georgiev, Iliyan - In: Econometric theory 24 (2008) 3, pp. 587-615
Persistent link: https://www.econbiz.de/10003894270