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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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2
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
Saved in:
3
Inference in regression models with many regressors
Anatolyev, Stanislav
- In:
Journal of econometrics
170
(
2012
)
2
,
pp. 368-382
Persistent link: https://www.econbiz.de/10009686793
Saved in:
4
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
Saved in:
5
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
Saved in:
6
Local GMM estimation of time series models with conditional moment restrictions
Gospodinov, Nikolay
;
Otsu, Taisuke
- In:
Journal of econometrics
170
(
2012
)
2
,
pp. 476-491
Persistent link: https://www.econbiz.de/10010013526
Saved in:
7
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
Saved in:
8
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
Saved in:
9
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
Saved in:
10
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
Saved in:
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