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Predictive regression under various degrees of persistence and robust long-horizon regression
Phillips, Peter C. B.; Lee, Ji Hyung - In: Journal of econometrics 177 (2013) 2, pp. 250-264
Persistent link: https://www.econbiz.de/10010255189
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Asymptotic theory for regressions with smoothly changing parameters
Hillebrand, Eric; Medeiros, Marcelo C.; Xu, Junyue - In: Journal of time series econometrics 5 (2013) 2, pp. 133-162
Persistent link: https://www.econbiz.de/10010225454
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Asymptotic properties on imputed hedonic price indices
Schöni, Olivier - 2014
Persistent link: https://www.econbiz.de/10010493996
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Edmond Malinvaud : an economist's econometrician
Phillips, Peter C. B. - In: Annals of economics and statistics 125/126 (2017), pp. 135-151
Persistent link: https://www.econbiz.de/10011744360
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Local composite quantile regression smoothing for Harris recurrent Markov processes
Li, Degui; Li, Runze - In: Journal of econometrics 194 (2016) 1, pp. 44-56
Persistent link: https://www.econbiz.de/10011705029
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Productivity convergence in manufacturing : a hierarchical panel data approach
Feng, Guohua; Gao, Jiti; Peng, Bin - 2021
Persistent link: https://www.econbiz.de/10012697185
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Expansion and estimation of Lévy process functionals in nonlinear and nonstationary time series regression
Dong, Chaohua; Gao, Jiti - In: Econometric reviews 38 (2019) 2, pp. 125-150
Persistent link: https://www.econbiz.de/10012180710
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Pitfalls in bootstrapping spurious regression
Phillips, Peter C. B. - In: Journal of quantitative economics 19 (2021), pp. 163-217
Persistent link: https://www.econbiz.de/10013441715
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Estimation of semiparametric multi- index models using deep neural networks
Donga, Chaohua; Gao, Jiti; Peng, Bin; Yan, Yayi - 2023
Persistent link: https://www.econbiz.de/10014452599
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Regression-based expected shortfall backtesting
Bayer, Sebastian; Dimitriadis, Timo - 2022
Persistent link: https://www.econbiz.de/10013349110