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Some exact formulae for autoregressive moving average processes

Zinde-Walsh, Victoria - In: Econometric theory 4 (1988) 3, pp. 384-402

Persistent link: https://www.econbiz.de/10001074425

The consequences of misspecification in time series processes

Zinde-Walsh, Victoria - In: Economics letters 32 (1990) 3, pp. 237-241

Persistent link: https://www.econbiz.de/10001088839

Inference and testing breaks in nlarge dynamic panels with strong cross sectional dependence

Hidalgo, Javier; Schafgans, Marcia M. A. - 2015

Persistent link: https://www.econbiz.de/10011280123

Inference without smoothing for large panels with cross-sectional and temporal dependence

Hidalgo, Javier; Schafgans, Marcia M. A. - 2017

Persistent link: https://www.econbiz.de/10011889214

Inference without smoothing for large panels with cross-sectional and temporal dependence

Hidalgo, Javier; Schafgans, Marcia M. A. - In: Journal of econometrics 223 (2021) 1, pp. 125-160

Persistent link: https://www.econbiz.de/10012619963

The GLS transformation matrix and a semi-recursive estimator for the linear regression model with ARMA errors

Galbraith, John W. - In: Econometric theory 8 (1992) 1, pp. 95-111

Persistent link: https://www.econbiz.de/10001126806

Évaluation de critères di̕nformation pour des modèles de séries chronologiques

Galbraith, John W.; Zinde-Walsh, Victoria - In: L' Actualité économique : revue trimest. 80 (2004) 2/3, pp. 207-227

Persistent link: https://www.econbiz.de/10003086162

Limit theory and inference about conditional distributions

Tuvaandorj, Purevdorj; Zinde-Walsh, Victoria - In: Essays in honor of Peter C. B. Phillips, (pp. 397-423). 2014

Persistent link: https://www.econbiz.de/10010442853

GARCH model estimation using estimated quadratic variation

Galbraith, John W.; Zinde-Walsh, Victoria; Zhu, Jingmei - In: Econometric reviews 34 (2015) 6/10, pp. 1172-1192

Persistent link: https://www.econbiz.de/10011483454

Limit Theory and Inference About Conditional Distributions

Tuvaandorj, Purevdorj; Zinde-Walsh, Victoria - In: Essays in honor of Peter C.B. Phillips, (pp. 397-423). 2014

We consider conditional distribution and conditional density functionals in the space of generalized functions. The approach follows Phillips (1985, 1991, 1995) who employed generalized functions to overcome non-differentiability in order to develop expansions. We obtain the limit of the kernel...

Persistent link: https://www.econbiz.de/10015369568