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Tail index of an AR(1) model with ARCH(1) errors
Chan, Ngai Hang; Li, Deyuan; Peng, Liang; Zhang, Rongmao - In: Econometric theory 29 (2013) 5, pp. 920-940
Persistent link: https://www.econbiz.de/10010248321
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Asymptotic theory on the least squares estimation of threshold moving-average models
Li, Dong; Ling, Shiqing; Li, Wai Keung - In: Econometric theory 29 (2013) 3, pp. 482-516
Persistent link: https://www.econbiz.de/10009778522
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Empirical likelihood test for causality of bivariate AR(1) processes
Li, Deyuan; Chan, Ngai Hang; Lian, Peng - In: Econometric theory 30 (2014) 2, pp. 357-371
Persistent link: https://www.econbiz.de/10010399760
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Toward a unified interval estimation of autoregressions
Chan, Ngai Hang; Li, Deyuan; Peng, Liang - In: Econometric theory 28 (2012) 3, pp. 705-717
Persistent link: https://www.econbiz.de/10009545785