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Efficient estimation of integrated volatility and related processes
Renault, Eric; Sarisoy, Cisil; Werker, Bas J. M. - In: Econometric theory 33 (2017) 2, pp. 439-478
Persistent link: https://www.econbiz.de/10011665439
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Asymptotically UMP panel unit root tests : the effect of heterogeneity in the alternatives
Becheri, I. Gaia; Drost, Feike C.; Akker, Ramon van den - In: Econometric theory 31 (2015) 3, pp. 539-559
Persistent link: https://www.econbiz.de/10011290895
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Locally optimal tests against periodic autoregression : parametric and nonparametric approaches
Bentarzi, Mohamed - In: Econometric theory 12 (1996) 1, pp. 88-112
Persistent link: https://www.econbiz.de/10001201816
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Nonuniform bounds for nonparametric t-tests
Dufour, Jean-Marie - In: Econometric theory 7 (1991) 2, pp. 253-263
Persistent link: https://www.econbiz.de/10001118075
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THE ET INTERVIEW: PROFESSOR MANFRED DEISTLER: Interviewed by Benedikt M. Pötscherfnr rid="fn1">fn id="fn1">The interviewer is at the University of Vienna.
Pötscher, Benedikt M.; Akaike, H.; Anderson, T.W.; Aoki, M. - In: Econometric theory 23 (2007) 4, pp. 711-748
Persistent link: https://www.econbiz.de/10007732415
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Locally Optimal Tests against Periodical Autoregression: Parametric and Nonparametric Approaches
Bentarzi, Mohamed; Hallin, Marc - In: Econometric theory 12 (1996) 1, pp. 88-112
Persistent link: https://www.econbiz.de/10007001132