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Pierce and Haugh on characterizations of causality: A re-examination
Evans, Lewis; Wells, Graeme - In: Journal of Econometrics 23 (1983) 3, pp. 331-335
Persistent link: https://www.econbiz.de/10005285958
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A comparison of risk-premium forecasts implied by parametric versus nonparametric conditional mean estimators
McCurdy, Thomas H.; Stengos, Thanasis - In: Journal of Econometrics 52 (1992) 1-2, pp. 225-244
Persistent link: https://www.econbiz.de/10005052900
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Semiparametric efficient adaptive estimation of asymmetric GARCH models
Sun, Yiguo; Stengos, Thanasis - In: Journal of Econometrics 133 (2006) 1, pp. 373-386
Persistent link: https://www.econbiz.de/10005052908
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Growth and convergence: A profile of distribution dynamics and mobility
Maasoumi, Esfandiar; Racine, Jeff; Stengos, Thanasis - In: Journal of Econometrics 136 (2007) 2, pp. 483-508
Persistent link: https://www.econbiz.de/10005122645
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Semiparametric estimation of partially linear panel data models
Li, Qi; Stengos, Thanasis - In: Journal of Econometrics 71 (1996) 1-2, pp. 389-397
Persistent link: https://www.econbiz.de/10005192445