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Weighted least absolute deviations estimation for ARMA models with infinite variance
Pan, Jiazhu; Wang, Hui; Yao, Qiwei - In: Econometric theory 23 (2007) 5, pp. 852-879
Persistent link: https://www.econbiz.de/10003549656
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WEIGHTED LEAST ABSOLUTE DEVIATIONS ESTIMATION FOR ARMA MODELS WITH INFINITE VARIANCE
Pan, Jiazhu; Wang, Hui; Yao, Qiwei; Adler, R.J.; … - In: Econometric theory 23 (2007) 5, pp. 852-879
Persistent link: https://www.econbiz.de/10007762703
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Estimation for a nonstationary semi-strong GARCH (1,1) model with heavy-tailed errors
Linton, Oliver; Pan, Jiazhu; Wang, Hui - In: Econometric theory 26 (2010) 1, pp. 1-28
Persistent link: https://www.econbiz.de/10003968440
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Spline-backfitted kernal smoothing of additive coefficient model
Liu, Rong; Yang, Lijian; Wang, Hui - In: Econometric theory 26 (2010) 1, pp. 29-59
Persistent link: https://www.econbiz.de/10003968457
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Measurement errors and censored structural latent variables models
Chen, Songnian; Hsiao, Cheng; Wang, Liqun - In: Econometric theory 28 (2012) 3, pp. 696-703
Persistent link: https://www.econbiz.de/10009545787