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A higher-order correct fast moving-average bootstrap for dependent data
La Vecchia, Davide; Moor, Alban; Scaillet, Olivier - In: Journal of econometrics 235 (2023) 1, pp. 65-81
Persistent link: https://www.econbiz.de/10014434380
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R-estimation in semiparametric dynamic location-scale models
Hallin, Marc; La Vecchia, Davide - In: Journal of econometrics 196 (2017) 2, pp. 222-247
Persistent link: https://www.econbiz.de/10011818285
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Saddlepoint approximations for short and long memory time series : a frequency domain approach
La Vecchia, Davide; Ronchetti, Elvezio - In: Journal of econometrics 213 (2019) 2, pp. 578-592
Persistent link: https://www.econbiz.de/10012304589
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Estimation of a nonparametric model for bond prices from cross-section and time series information
Koo, Bonsoo; La Vecchia, Davide; Linton, Oliver - In: Journal of econometrics 220 (2021) 2, pp. 562-588
Persistent link: https://www.econbiz.de/10012618568
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A Simple R-estimation method for semiparametric duration models
Hallin, Marc; La Vecchia, Davide - In: Journal of econometrics 218 (2020) 2, pp. 736-749
Persistent link: https://www.econbiz.de/10012483179
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Robust GMM tests for structural breaks
Gagliardini, Patrick; Trojani, Fabio; Urga, Giovanni - In: Journal of econometrics 129 (2005) 1, pp. 139-182
Persistent link: https://www.econbiz.de/10006750358
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Robust efficient method of moments
Ortelli, Claudio; Trojani, Fabio - In: Journal of econometrics 128 (2005) 1, pp. 69-98
Persistent link: https://www.econbiz.de/10006751476
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Robust inference with GMM estimators
Ronchetti, Elvezio; Trojani, Fabio - In: Journal of econometrics 101 (2001) 1, pp. 37-69
Persistent link: https://www.econbiz.de/10001545114
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Robust subsampling
Camponovo, Lorenzo; Scaillet, Olivier; Trojani, Fabio - In: Journal of econometrics 167 (2012) 1, pp. 197-211
Persistent link: https://www.econbiz.de/10009825301
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Robust efficient method of moments
Ortelli, Claudio; Trojani, Fabio - In: Journal of econometrics 128 (2005) 1, pp. 69-97
Persistent link: https://www.econbiz.de/10003002292