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Test for parameter instability in dynamic factor models
Han, Xu; Inoue, Atsushi - In: Econometric theory 31 (2015) 5, pp. 1117-1152
Persistent link: https://www.econbiz.de/10011545524
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Locally stationary factor models : identification and nonparametric estimation
Motta, Giovanni; Hafner, Christian M.; Sachs, Rainer von - In: Econometric theory 27 (2011) 6, pp. 1279-1319
Persistent link: https://www.econbiz.de/10009489713
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Efficient estimation of factor models
Choi, In - In: Econometric theory 28 (2012) 2, pp. 274-308
Persistent link: https://www.econbiz.de/10009520949
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Identification of joint distributions in dependent factor models
Ben-Moshe, Dan - In: Econometric theory 34 (2018) 1, pp. 134-165
Persistent link: https://www.econbiz.de/10011950930
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Estimation of time-varying covariance matrices for large datasets
Dendramis, Yiannis; Giraitis, Liudas; Kapetanios, George - In: Econometric theory 37 (2021) 6, pp. 1100-1134
Persistent link: https://www.econbiz.de/10012704806
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Testing for structural changes in factor models via a nonparametric regression
Su, Liangjun; Wang, Xia - In: Econometric theory 36 (2020) 6, pp. 1127-1158
Persistent link: https://www.econbiz.de/10012404092
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Consistent specification testing for conditional symmetry
Zheng, John Xu - In: Econometric theory 14 (1998) 1, pp. 139-149
Persistent link: https://www.econbiz.de/10001238031
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A consistent nonparametric test of parametric regression models under conditional quantile restrictions
Zheng, John Xu - In: Econometric theory 14 (1998) 1, pp. 123-138
Persistent link: https://www.econbiz.de/10001238032
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A test of autocorrelation in the presence of heteroskedasticity of unknown form
Whang, Yoon-jae - In: Econometric theory 14 (1998) 1, pp. 87-122
Persistent link: https://www.econbiz.de/10001238033
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Asymptotic moments of some unit root test statistics in the null case
Nabeya, Seiji - In: Econometric theory 15 (1999) 1, pp. 139-149
Persistent link: https://www.econbiz.de/10001381826