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Asymptotically unbiased estimation of autocovariances and autocorrelations with long panel data
Okui, Ryo - In: Econometric theory 26 (2010) 5, pp. 1263-1304
Persistent link: https://www.econbiz.de/10008662672
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A PUZZLING PHENOMENON IN SEMIPARAMETRIC ESTIMATION PROBLEMS WITH INFINITE-DIMENSIONAL NUISANCE PARAMETERS
Hitomi, Kohtaro; Nishiyama, Yoshihiko; Okui, Ryo - In: Econometric theory 24 (2008) 6, pp. 1717
Persistent link: https://www.econbiz.de/10008110445
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A puzzling phenomenon in semiparametric estimation problems with infinite-dimensional nuisance parameters
Hitomi, Kohtaro; Nishiyama, Yoshihiko; Okui, Ryo - In: Econometric theory 24 (2008) 6, pp. 1717-1728
Persistent link: https://www.econbiz.de/10003771893
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Hidden Markov structures for dynamic copulae
Härdle, Wolfgang; Okhrin, Ostap; Wang, Weining - In: Econometric theory 31 (2015) 5, pp. 981-1015
Persistent link: https://www.econbiz.de/10011545496