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Multistep prediction of panel vector autoregressice processes
Greenaway-McGrevy, Ryan - In: Econometric theory 29 (2013) 4, pp. 699-734
Persistent link: https://www.econbiz.de/10010210167
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On the size control of the hybrid test for superior predictive ability
Kim, Deborah - In: Econometric theory 40 (2024) 1, pp. 213-232
Persistent link: https://www.econbiz.de/10014484605
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Nonparametric estimation of additive nonlinear ARX time series : local linear fitting and projections
Cai, Zongwu; Masry, Elias - In: Econometric theory 16 (2000) 4, pp. 465-501
Persistent link: https://www.econbiz.de/10001517328
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Asymptotics for nonlinear transformations of integrated time series
Park, Joon Y.; Phillips, Peter C. B. - In: Econometric theory 15 (1999) 3, pp. 269-298
Persistent link: https://www.econbiz.de/10001434300
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Long and short memory conditional heteroskedasticity in estimating the memory parameter of levels
Robinson, Peter M.; Henry, Mark S. - In: Econometric theory 15 (1999) 3, pp. 299-336
Persistent link: https://www.econbiz.de/10001434304
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Tests of common stochastic trends
Nyblom, Jukka; Harvey, Andrew C. - In: Econometric theory 16 (2000) 2, pp. 176-199
Persistent link: https://www.econbiz.de/10001483364
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Multivariate time series with various hidden unit roots, Part 1, Integral operator algebra and representation theory
Grégoir, Stéphane - In: Econometric theory 15 (1999) 4, pp. 435-468
Persistent link: https://www.econbiz.de/10001492142
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Multivariate time series with various hidden unit roots, Part 2, Estimation and testing
Grégoir, Stéphane - In: Econometric theory 15 (1999) 4, pp. 469-518
Persistent link: https://www.econbiz.de/10001492189
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Principal components analysis of cointegrated time series
Harris, David - In: Econometric theory 13 (1997) 4, pp. 529-557
Persistent link: https://www.econbiz.de/10001230725
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Weak convergence to a matrix stochastic integral with stable processes
Caner, Mehmet - In: Econometric theory 13 (1997) 4, pp. 506-528
Persistent link: https://www.econbiz.de/10001230728