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R-estimators in GARCH models : asymptotics and applications
Liu, Hang; Mukherjee, Kanchan - In: The econometrics journal 25 (2022) 1, pp. 98-113
Persistent link: https://www.econbiz.de/10012878893
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Stochastic equicontinuity in nonlinear time series models
Hagemann, Andreas - In: The econometrics journal 17 (2014) 1, pp. 188-196
Persistent link: https://www.econbiz.de/10010498747
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Nonparametric bootstrap tests for independence of generalized errors
Du, Zaichao - In: The econometrics journal 19 (2016) 1, pp. 55-83
Persistent link: https://www.econbiz.de/10011487609
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Specification tests for nonlinear dynamic models
Kheifets, Igor L. - In: The econometrics journal 18 (2015) 1, pp. 67-94
Persistent link: https://www.econbiz.de/10011345998
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Instrumental variable quantile regression under random right censoring
Beyhum, Jad; Tedesco, Lorenzo; Van Keilegom, Ingrid - In: The econometrics journal 27 (2024) 1, pp. 21-36
Persistent link: https://www.econbiz.de/10014528086