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Simultaneous inference for time-varying models
Karmakar, Sayar; Richter, Stefan; Wu, Wei Biao - In: Journal of econometrics 227 (2022) 2, pp. 408-428
Persistent link: https://www.econbiz.de/10013442109
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A semiparametric GARCH model for foreign exchange volatility
Yang, Lijian - In: Journal of econometrics 130 (2006) 2, pp. 365-384
Persistent link: https://www.econbiz.de/10003277973
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A simplification of the Kopp-Diewert method of decomposing cost efficiency and some implications
Mensah, Yaw M. - In: Journal of econometrics 60 (1994) 1, pp. 133-144
Persistent link: https://www.econbiz.de/10001152379
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Consistent cross-validatory model-selection for dependent data : hv-block cross-validation
Racine, Jeffrey - In: Journal of econometrics 99 (2000) 1, pp. 39-61
Persistent link: https://www.econbiz.de/10001504420
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A semiparametric two-step estimator in a multivariate long memory model
Lobato, Ignacio N. - In: Journal of econometrics 90 (1999) 1, pp. 129-153
Persistent link: https://www.econbiz.de/10001353790
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Local polynomial estimators of the volatility function in nonparametric autoregression
Härdle, Wolfgang - In: Journal of econometrics 81 (1997) 1, pp. 223-242
Persistent link: https://www.econbiz.de/10001336796
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Testing for a slowly changing level with special reference to stochastic volatility
Harvey, Andrew C. - In: Journal of econometrics 87 (1998) 1, pp. 167-189
Persistent link: https://www.econbiz.de/10001248302
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Testing cointegration relationship in a semiparametric varying coefficient model
Gu, Jingping; Liang, Zhongwen - In: Journal of econometrics 178 (2014) 1, pp. 57-70
Persistent link: https://www.econbiz.de/10010255469
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Nonparametric estimation and inference for conditional density based Granger causality measures
Taamouti, Abderrahim; Bouezmarni, Taoufik; El Ghouch, Anouar - In: Journal of econometrics 180 (2014) 2, pp. 251-264
Persistent link: https://www.econbiz.de/10010433362
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Foreign exchange rates : a multiple currency and maturity analysis
Havenner, Arthur - In: Journal of econometrics 2 (1988), pp. 251-264
Persistent link: https://www.econbiz.de/10001040086