Narrow search
Showing 1 - 7 of 7
Cover Image
Linear serial and nonserial sign-and-rank statistics: asymptotic representation and asymptotic normality
Hallin, Marc; Vermandele, Catherine; Werker, Bas - Solvay Brussels School of Economics and Management, … - 2006
Persistent link: https://www.econbiz.de/10008530908
Cover Image
Optimal testing for semiparametric autoregressive models: from Gaussian Lagrange multipliers to regression rank scores and adaptive tests
Hallin, Marc; Werker, Bas - Solvay Brussels School of Economics and Management, … - 1998
Persistent link: https://www.econbiz.de/10008531076
Cover Image
Optimal testing for semiparametric autoregressive models: from Gaussian Lagrange multipliers to regression rank scores and adaptive tests
Hallin, Marc; Werker, Bas - Solvay Brussels School of Economics and Management, … - 1998
Persistent link: https://www.econbiz.de/10008531266
Cover Image
Discussion of Quantile autoregression, by Koenker and Xiao
Hallin, Marc; Werker, Bas - Solvay Brussels School of Economics and Management, … - 2006
Persistent link: https://www.econbiz.de/10008576009
Cover Image
Semiparametric efficiency, distribution-freeness, and invariance
Hallin, Marc; Werker, Bas - Solvay Brussels School of Economics and Management, … - 2003
Persistent link: https://www.econbiz.de/10008590111
Cover Image
Semiparametrically efficient inference based on signs and ranks statistics for median-restricted models
Hallin, Marc; Vermandele, Catherine; Werker, Bas - Solvay Brussels School of Economics and Management, … - 2008
Persistent link: https://www.econbiz.de/10008590206
Cover Image
Optimal inference for discretely observed semiparametric Ornstein-Uhlenbeck processes
Hallin, Marc; Koell, Christophe; Werker, Bas - Solvay Brussels School of Economics and Management, … - 2000
Persistent link: https://www.econbiz.de/10008590293