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Most powerful test against a sequence of high dimensional local alternatives
He, Yi; Jaidee, Sombut; Gao, Jiti - In: Journal of econometrics 234 (2023) 1, pp. 151-177
Persistent link: https://www.econbiz.de/10014364694
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Inference of local regression in the presence of nuisance parameters
Xu, Ke-Li - In: Journal of econometrics 218 (2020) 2, pp. 532-560
Persistent link: https://www.econbiz.de/10012483170
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Hypothesis testing on high dimensional quantile regression
Chen, Zhao; Cheng, Vivian Xinyi; Liu, Xu - In: Journal of econometrics 238 (2024) 1, pp. 1-18
Persistent link: https://www.econbiz.de/10015073776
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Reprint: hypothesis testing on high dimensional quantile regression
Chen, Zhao; Cheng, Vivian Xinyi; Liu, Xu - In: Journal of econometrics 239 (2024) 2, pp. 1-18
Persistent link: https://www.econbiz.de/10015074538
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Quanto option pricing in the presence of fat tails and asymmetric dependence
Kim, Young Shin; Lee, Jaesung; Mittnik, Stefan; Park, Jiho - In: Journal of econometrics 187 (2015) 2, pp. 512-520
Persistent link: https://www.econbiz.de/10011499753
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Prediction of Lévy-driven CARMA processes
Brockwell, Peter J.; Lindner, Alexander - In: Journal of econometrics 189 (2015) 2, pp. 263-271
Persistent link: https://www.econbiz.de/10011504524
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Double asymptotics for explosive continuous time models
Wang, XiaoHu; Yu, Jun - In: Journal of econometrics 193 (2016) 1, pp. 35-53
Persistent link: https://www.econbiz.de/10011704761
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The likelihood of mixed hitting times
Abbring, Jaap H.; Salimans, Tim - In: Journal of econometrics 223 (2021) 2, pp. 361-375
Persistent link: https://www.econbiz.de/10012619975
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Nonparametric analysis of a duration model with stochastic unobserved heterogeneity
Botosaru, Irene - In: Journal of econometrics 217 (2020) 1, pp. 112-139
Persistent link: https://www.econbiz.de/10012482741
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Testing predictive regression models with nonstationary regressors
Cai, Zongwu; Wang, Yunfei - In: Journal of econometrics 178 (2014) 1, pp. 4-14
Persistent link: https://www.econbiz.de/10010254993