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Adaptive varying-coefficient linear models for stochastic processes : asymptotic theory
Lu, Zu-di (contributor); Tjøstheim, Dag (contributor);  … - 2005
Persistent link: https://www.econbiz.de/10003165036
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Testing for multivariate volatility functions using minimum volume sets and inverse regression
Polonik, Wolfgang; Yao, Qiwei - In: Journal of econometrics 147 (2008) 1, pp. 151-162
Persistent link: https://www.econbiz.de/10003783795
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High dimensional stochastic regression with latent factors, endogeneity and nonlinearity
Chang, Jinyuan; Guo, Bin; Yao, Qiwei - In: Journal of econometrics 189 (2015) 2, pp. 297-312
Persistent link: https://www.econbiz.de/10011504536
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Testing for multivariate volatility functions using minimum volume sets and inverse regression
Polonik, Wolfgang (contributor); Yao, Qiwei (contributor) - 2005
Persistent link: https://www.econbiz.de/10003164811
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Threshold models in time series analysis : some reflections
Tong, Howell - In: Journal of econometrics 189 (2015) 2, pp. 485-491
Persistent link: https://www.econbiz.de/10011504634
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On the least squares estimation of multiple-threshold-variable autoregressive models
Zhang, Xinyu; Li, Dong; Tong, Howell - In: Journal of business & economic statistics : JBES ; a … 42 (2024) 1, pp. 215-228
Persistent link: https://www.econbiz.de/10014449891