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Estimation and tests for power-transformed and threshold GARCH models
Pan, Jiazhu; Wang, Hui; Tong, Howell - In: Journal of econometrics 142 (2008) 1, pp. 352-378
Persistent link: https://www.econbiz.de/10007894506
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Estimation and test for power-transformed and threshold GARCH models
Pan, Jiazhu; Wang, Hui; Tong, Howell - In: Journal of econometrics 142 (2008) 1, pp. 352-378
Persistent link: https://www.econbiz.de/10003608206
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Estimation of censored linear errors-in-variables models
Wang, Liqun - In: Journal of econometrics 84 (1998) 2, pp. 383-400
Persistent link: https://www.econbiz.de/10001241541
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Method of moments estimation and identifiability of semiparametric nonlinear errors-in-variables models
Wang, Liqun; Hsiao, Cheng - In: Journal of econometrics 165 (2011) 1, pp. 30-44
Persistent link: https://www.econbiz.de/10009374502
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Ultrahigh dimensional precision matrix estimation via refitted cross validation
Wang, Luheng; Chen, Zhao; Wang, Christina Dan; Li, Runze - In: Journal of econometrics 215 (2020) 1, pp. 118-130
Persistent link: https://www.econbiz.de/10012439399
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A dynamic conditional score model for the log correlation matrix
Hafner, Christian M.; Wang, Linqi - In: Journal of econometrics 237 (2023) 2,2, pp. 1-18
Persistent link: https://www.econbiz.de/10014471519