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A method of moments estimator for semiparametric index models
Donkers, Bas
(
contributor
); …
-
2005
Persistent link: https://ebvufind01.dmz1.zbw.eu/10003048657
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2
Modified Whittle estimation of multilateral models on a lattice
Robinson, Peter M.
(
contributor
)
-
2005
Persistent link: https://ebvufind01.dmz1.zbw.eu/10002889716
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3
Modelling memory of economic and financial time series
Robinson, Peter M.
(
contributor
)
-
2005
Persistent link: https://ebvufind01.dmz1.zbw.eu/10002814614
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4
A parametric bootstrap test for cycles
Dalla, Violetta
(
contributor
);
Hidalgo, Javier
(
contributor
)
-
2005
Persistent link: https://ebvufind01.dmz1.zbw.eu/10002814628
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5
Testable implications for forecast optimality
Patton, Andrew J.
(
contributor
); …
-
2005
Persistent link: https://ebvufind01.dmz1.zbw.eu/10002814634
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6
Unit root test in a threshold autoregression : asymptotic theory and residual-based block bootstrap
Seo, Myung Hwan
(
contributor
)
-
2005
Persistent link: https://ebvufind01.dmz1.zbw.eu/10002814643
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7
The bootstrap and the Edgeworth correction for semiparametric averaged derivatives
Nishiyama, Yoshihiko
(
contributor
); …
-
2005
Persistent link: https://ebvufind01.dmz1.zbw.eu/10002814654
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8
Distribution free goodness-of-fit tests for linear processes
Delgado, Miguel A.
(
contributor
); …
-
2005
Persistent link: https://ebvufind01.dmz1.zbw.eu/10002814664
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9
Semiparametric estimation for stationary processes whose spectra have an unknown pole
Hidalgo, Javier
(
contributor
)
-
2005
Persistent link: https://ebvufind01.dmz1.zbw.eu/10002814674
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