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Adaptive estimation of cointegrating regressions with ARMA errors
Hodgson, Douglas J. - 1995
Persistent link: https://www.econbiz.de/10000917545
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Adaptive estimation of cointegrated models : simulation evidence and an application to the forward exchange market
Hodgson, Douglas J. - 1995
Persistent link: https://www.econbiz.de/10000917546
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Adaptive estimation of error correction models
Hodgson, Douglas J. - 1995
Persistent link: https://www.econbiz.de/10000917548
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Semiparametric efficient estimation in time series
Hodgson, Douglas J. - 1997
Persistent link: https://www.econbiz.de/10000977454
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Robust semiparametric estimation in the presence of heterogeneity of unknown form
Hodgson, Douglas J. - 1996
Persistent link: https://www.econbiz.de/10000945386
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Adaptive estimation of error correction models
Hodgson, Douglas J. - In: Econometric theory 14 (1998) 1, pp. 44-69
Persistent link: https://www.econbiz.de/10001238035
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Adaptive estimation of cointegration regressions with ARMA errors
Hodgson, Douglas J. - In: Journal of econometrics 85 (1998) 2, pp. 231-267
Persistent link: https://www.econbiz.de/10001240194
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Adaptive estimation of cointegrated models : simulation evidence and an application to the forward exchange market
Hodgson, Douglas J. - In: Journal of applied econometrics 14 (1999) 6, pp. 627-650
Persistent link: https://www.econbiz.de/10001440633
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Efficient semiparametric estimation of expectations
Brown, Bryan W. - In: Econometrica : journal of the Econometric Society, an … 66 (1998) 2, pp. 453-464
Persistent link: https://www.econbiz.de/10001237562
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Band covariance matrix estimation using restricted residuals : a Monte Carlo analysis
Ligeralde, Antonio Velasco - In: International economic review 36 (1995) 3, pp. 751-767
Persistent link: https://www.econbiz.de/10001186952