Narrow search
Showing 1 - 10 of 88
Cover Image
Nonparametric estimation and inference about the overlap of two distributions
Anderson, Gordon; Linton, Oliver; Whang, Yoon-jae - In: Journal of econometrics 171 (2012) 1, pp. 1-23
Persistent link: https://www.econbiz.de/10009686747
Cover Image
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
Cover Image
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
Cover Image
On the distribution of the sample autocorrelation coefficients
Linton, Oliver; Song, Kyungchul; Whang, Yoon-Jae - In: Journal of econometrics 154 (2010) 2, pp. 101-122
Persistent link: https://www.econbiz.de/10008350267
Cover Image
An improved bootstrap test of stochastic dominance
Linton, Oliver; Song, Kyungchul; Whang, Yoon-Jae - In: Journal of econometrics 154 (2010) 2, pp. 186-203
Persistent link: https://www.econbiz.de/10008881843
Cover Image
The quantilogram : with an application to evaluating directional predictability
Linton, Oliver; Whang, Yoon-jae - In: Journal of econometrics 141 (2007) 1, pp. 250-282
Persistent link: https://www.econbiz.de/10003571283
Cover Image
An improved bootstrap test of stochastic dominance
Linton, Oliver; Song, Kyungchul; Whang, Yoon-jae - In: Journal of econometrics 154 (2010) 2, pp. 186-202
Persistent link: https://www.econbiz.de/10003940097
Cover Image
The cross-quantilogram : measuring quantile dependence and testing directional predictability between time series
Han, Heejoon; Linton, Oliver; Oka, Tatsushi; Whang, Yoon-jae - In: Journal of econometrics 193 (2016) 1, pp. 251-270
Persistent link: https://www.econbiz.de/10011704806
Cover Image
A nonparametric test of a strong leverage hypothesis
Linton, Oliver; Whang, Yoon-jae; Yen, Yu-min - In: Journal of econometrics 194 (2016) 1, pp. 153-186
Persistent link: https://www.econbiz.de/10011705075
Cover Image
Simple tests of distributional form
Anderson, Gordon - In: Journal of econometrics 62 (1994) 2, pp. 265-276
Persistent link: https://www.econbiz.de/10001162298