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Nonlinear log-periodogram regression for perturbed fractional processes
Sun, Yixiao; Phillips, Peter C. B. - In: Journal of econometrics 115 (2003) 2, pp. 355-389
Persistent link: https://www.econbiz.de/10001768328
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State-domain change point detection for nonlinear time series regression
Cui, Yan; Yang, Jun; Zhou, Zhou - In: Journal of econometrics 234 (2023) 1, pp. 3-27
Persistent link: https://www.econbiz.de/10014364628
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Estimation in threshold autoregressive models with a stationary and a unit root regime
Gao, Jiti; Tjostheim, Dag; Yin, Jiying - In: Journal of econometrics 172 (2013) 1, pp. 1-13
Persistent link: https://www.econbiz.de/10009702338
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Semiparametric trending panel data models with cross-sectional dependence
Chen, Jia; Gao, Jiti; Li, Degui - In: Journal of econometrics 171 (2012) 1, pp. 71-85
Persistent link: https://www.econbiz.de/10009686728
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Heterogeneous panel data models with cross-sectional dependence
Gao, Jiti; Xia, Kai; Zhu, Huanjun - In: Journal of econometrics 219 (2020) 2, pp. 329-353
Persistent link: https://www.econbiz.de/10012483391
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Robust inference in nonlinear models with mixed identification strength
Cheng, Xu - In: Journal of econometrics 189 (2015) 1, pp. 207-228
Persistent link: https://www.econbiz.de/10011502516
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Celebrating 40 years of panel data analysis : past, present and future
Sarafidis, Vasilis; Wansbeek, Tom - In: Journal of econometrics 220 (2021) 2, pp. 215-226
Persistent link: https://www.econbiz.de/10012618507
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Nonlinear financial econometrics JoE special issue introduction
Rombouts, Jeroen V. K.; Scaillet, Olivier; Veredas, David; … - In: Journal of econometrics 217 (2020) 2, pp. 203-206
Persistent link: https://www.econbiz.de/10012482746
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Nonlinear Financial Econometrics
Rombouts, Jeroen V. K. (ed.); Scaillet, Olivier (ed.);  … - 2020
Persistent link: https://www.econbiz.de/10012482822