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Estimation of nonlinear error correction models
Seo, Myung Hwan
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Econometric theory
27
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2011
)
2
,
pp. 201-234
Persistent link: https://www.econbiz.de/10009310816
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Unit root test in a threshold autoregression : asymptotic theory and residual-based block bootstrap
Seo, Myung Hwan
- In:
Econometric theory
24
(
2008
)
6
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pp. 1699-1716
Persistent link: https://www.econbiz.de/10003771892
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Local rank estimation of transformation models with functional coefficients
Shin, Youngki
- In:
Econometric theory
26
(
2010
)
6
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pp. 1807-1819
Persistent link: https://www.econbiz.de/10008738329
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Specification tests for lattice processes
Hidalgo, Javier
;
Seo, Myung Hwan
- In:
Econometric theory
31
(
2015
)
2
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pp. 294-336
Persistent link: https://www.econbiz.de/10010532062
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LOCAL RANK ESTIMATION OF TRANSFORMATION MODELS WITH FUNCTIONAL COEFFICIENTS
Shin, Youngki
- In:
Econometric theory
26
(
2010
)
6
,
pp. 1807-1820
Persistent link: https://www.econbiz.de/10008719747
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Complete subset averaging for quantile regressions
Lee, Ji Hyung
;
Shin, Youngki
- In:
Econometric theory
39
(
2023
)
1
,
pp. 146-188
Persistent link: https://www.econbiz.de/10014247298
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Efficient semiparametric estimation of a partially linear quantile regression model
Lee, Sokbae
- In:
Econometric theory
19
(
2003
)
1
,
pp. 1-31
Persistent link: https://www.econbiz.de/10001728171
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Estimating panel data duration models with censored data
Lee, Sokbae
- In:
Econometric theory
24
(
2008
)
5
,
pp. 1254-1276
Persistent link: https://www.econbiz.de/10003748751
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UNIT ROOT TEST IN A THRESHOLD AUTOREGRESSION: ASYMPTOTIC THEORY AND RESIDUAL-BASED BLOCK BOOTSTRAP
Seo, Myung Hwan
- In:
Econometric theory
24
(
2008
)
6
,
pp. 1699-1716
Persistent link: https://www.econbiz.de/10008110446
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The factor-Lasso and K-step bootstrap approach for inference in high-dimensional economic applications
Hansen, Christian Bailey
;
Liao, Yuan
- In:
Econometric theory
35
(
2019
)
3
,
pp. 465-509
Persistent link: https://www.econbiz.de/10012146146
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