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Weighted least absolute deviations estimation for ARMA models with infinite variance
Pan, Jiazhu; Wang, Hui; Yao, Qiwei - In: Econometric theory 23 (2007) 5, pp. 852-879
Persistent link: https://www.econbiz.de/10003549656
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Importance sampling for weighted-serve-the-longest-queue
Dupuis, Paul; Leder, Kevin; Wang, Hui - In: Mathematics of operations research 34 (2009) 3, pp. 642-660
Persistent link: https://www.econbiz.de/10003892602
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Estimation for a nonstationary semi-strong GARCH (1,1) model with heavy-tailed errors
Linton, Oliver; Pan, Jiazhu; Wang, Hui - In: Econometric theory 26 (2010) 1, pp. 1-28
Persistent link: https://www.econbiz.de/10003968440
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Spline-backfitted kernal smoothing of additive coefficient model
Liu, Rong; Yang, Lijian; Wang, Hui - In: Econometric theory 26 (2010) 1, pp. 29-59
Persistent link: https://www.econbiz.de/10003968457
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Directed least squares regression in errors-in-variables models
Wang, Liqun - 1991
Persistent link: https://www.econbiz.de/10000833393
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Estimation of censored linear errors-in-variables models
Wang, Liqun - 1996
Persistent link: https://www.econbiz.de/10000944425
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Identification and estimation of errors-in-variables tobit models
Wang, Liqun - 1993
Persistent link: https://www.econbiz.de/10000863603
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Estimation on nonlinear errors-in-variables models : an approximate solution
Hsiao, Cheng; Wang, Liqun; Wang, Qing - 1996
Persistent link: https://www.econbiz.de/10000935804
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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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Estimation of nonlinear errors-in-variables models : an approximate solution
Hsiao, Cheng - In: Statistical papers 38 (1997) 1, pp. 1-25
Persistent link: https://www.econbiz.de/10001217565