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Influence Diagnostics in Generalized Autoregressive Conditional Heteroscedasticity Processes
Zhang, Xibin; King, Maxwell L. - In: Journal of business & economic statistics : JBES ; a … 23 (2005) 1, pp. 118-129
Persistent link: https://www.econbiz.de/10008222914
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A Bayesian approach to bandwidth selection for multivariate kernel regression with an application to state-price density estimation
Zhang, Xibin; Brooks, Robert D.; King, Maxwell L. - In: Journal of econometrics 153 (2009) 1, pp. 21-32
Persistent link: https://www.econbiz.de/10008311727
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A Bayesian approach to bandwidth selection for multivariate kernel regression with an application to state-price density estimation
Zhang, Xibin; Brooks, Robert D.; King, Maxwell L. - In: Journal of econometrics 153 (2009) 1, pp. 21-33
Persistent link: https://www.econbiz.de/10008883210
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Efficient estimation and testing of regressions with a serially correlated error component
King, Maxwell L. - In: Journal of quantitative economics : journal of the … 2 (1986) 2, pp. 231-247
Persistent link: https://www.econbiz.de/10009927019
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A Bayesian approach to parameter estimation for kernel density estimation via transformations
Liu, Qing; Pitt, David; Zhang, Xibin; Wu, Xueyuan - In: Annals of actuarial science : publ. by the Institute of … 5 (2011) 2, pp. 181-193
Persistent link: https://www.econbiz.de/10009884620
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A Wald-type test of quadratic parametric restrictions
Lu, Zeng-Hua; King, Maxwell L. - In: Economics letters 83 (2004) 3, pp. 359-364
Persistent link: https://www.econbiz.de/10006757209
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Selecting the order of an ARCH model
Hughes, Anthony W.; King, Maxwell L.; Kwek, Kian Teng - In: Economics letters 83 (2004) 2, pp. 269
Persistent link: https://www.econbiz.de/10006757765
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Marginal likelihood score-based tests of regression disturbances in the presence of nuissance parameters
Rahman, Shahidur; King, Maxwell L. - In: Journal of econometrics 82 (1998) 1, pp. 81-106
Persistent link: https://www.econbiz.de/10006790206
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Editors' introduction
Baillie, Richard T.; King, Maxwell L. - In: Journal of econometrics 73 (1996) 1, pp. 1-4
Persistent link: https://www.econbiz.de/10006793825
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Comments on testing economic theories and the use of model selection criteria
Granger, Clive W.J.; King, Maxwell L.; White, Halbert - In: Journal of econometrics 67 (1995) 1, pp. 173-188
Persistent link: https://www.econbiz.de/10006798458