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Reply to B.M. Pötscher's comment on 'Adaptive estimation in time series regression models'
Steigerwald, Douglas G.; Pötscher, B.M. - In: Journal of econometrics 66 (1995) 1-2, pp. 131-132
Persistent link: https://www.econbiz.de/10006798479
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The variance of regression coefficients when the population is finite
Startz, Richard; Steigerwald, Douglas G. - In: Journal of econometrics 240 (2024) 1, pp. 1-21
Persistent link: https://www.econbiz.de/10015075057
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Edgeworth approximations for semiparametric instrumental variable estimators and test statistics
Linton, Oliver - In: Journal of econometrics 106 (2002) 2, pp. 325-368
Persistent link: https://www.econbiz.de/10001638902
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Nonparametric neural network estimation of Lyapunov exponents and a direct test for chaos
Shintani, Mototsugu; Linton, Oliver - In: Journal of econometrics 120 (2004) 1, pp. 1-34
Persistent link: https://www.econbiz.de/10006757763
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The asymptotic distribution of nonparametric estimates of the Lyapunov exponent for stochastic time series
Whang, Yoon-Jae; Linton, Oliver - In: Journal of econometrics 91 (1999) 1, pp. 1-42
Persistent link: https://www.econbiz.de/10006785955
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Local nonlinear least squares : using parametric information in nonparametric regression
Gozalo, Pedro L.; Linton, Oliver - In: Journal of econometrics 99 (2000) 1, pp. 63-106
Persistent link: https://www.econbiz.de/10001504430
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The asymptotic distribution of nonparametric estimates of the Lyapunov exponent for stochastic time series
Whang, Yoon-jae; Linton, Oliver - In: Journal of econometrics 91 (1999) 1, pp. 1-42
Persistent link: https://www.econbiz.de/10001382153
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Yield curve estimation by kernel smoothing methods
Linton, Oliver (contributor) - In: Journal of econometrics 105 (2001) 1, pp. 185-223
Persistent link: https://www.econbiz.de/10001617163
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Testing additivity in generalized nonparametric regression models with estimated parameters
Gozalo, Pedro L.; Linton, Oliver - In: Journal of econometrics 104 (2001) 1, pp. 1-48
Persistent link: https://www.econbiz.de/10001589520
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Semiparametric methods in econometrics
Fernandes, Marcelo; Linton, Oliver; Scaillet, Olivier - In: Journal of econometrics 141 (2007) 1, pp. 1-4
Persistent link: https://www.econbiz.de/10007797068