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Local GMM estimation of time series models with conditional moment restrictions
Gospodinov, Nikolaj; Otsu, Taisuke - In: Journal of econometrics 170 (2012) 2, pp. 476-490
Persistent link: https://www.econbiz.de/10009686775
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Median unbiased forecasts for highly persistent autoregressive processes
Gospodinov, Nikolaj - In: Journal of econometrics 111 (2002) 1, pp. 85-101
Persistent link: https://www.econbiz.de/10001703563
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Asymptotic and bootstrap tests for linearity in a TAR-GARCH(1,1) model with a unit root
Gospodinov, Nikolaj - In: Journal of econometrics 146 (2008) 1, pp. 146-161
Persistent link: https://www.econbiz.de/10003778271
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On Bahadur efficiency of empirical likelihood
Otsu, Taisuke - In: Journal of econometrics 157 (2010) 2, pp. 248-256
Persistent link: https://www.econbiz.de/10008663033
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Conditional empirical likelihood estimation and inference for quantile regression models
Otsu, Taisuke - In: Journal of econometrics 142 (2008) 1, pp. 508-538
Persistent link: https://www.econbiz.de/10003608213
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Asymptotic and bootstrap tests for linearity in a TAR-GARCH(1,1) model with a unit root
Gospodinov, Nikolay - In: Journal of econometrics 146 (2008) 1, pp. 146-161
Persistent link: https://www.econbiz.de/10008109077
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Chi-squared tests for evaluation and comparison of asset pricing models
Gospodinov, Nikolay; Kan, Raymond; Robotti, Cesare - In: Journal of econometrics 173 (2013) 1, pp. 108-125
Persistent link: https://www.econbiz.de/10010069897
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Asymptotic and bootstrap tests for linearity in a TAR-GARCH(1,1) model with a unit root
Gospodinov, Nikolay - In: Journal of econometrics 146 (2008) 1, pp. 146-162
Persistent link: https://www.econbiz.de/10008881129
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Median unbiased forecasts for highly persistent autoregressive processes
Gospodinov, Nikolay - In: Journal of econometrics 111 (2002) 1, pp. 85-102
Persistent link: https://www.econbiz.de/10006766959
Cover Image
Chi-squared tests for evaluation and comparison of asset pricing models
Gospodinov, Nikolaj; Kan, Raymond; Robotti, Cesare - In: Journal of econometrics 173 (2013) 1, pp. 108-125
Persistent link: https://www.econbiz.de/10009719628