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~isPartOf:"Econometric reviews"
~isPartOf:"Working paper"
~isPartOf:"Working papers"
~person:"Hall, Alastair R."
~person:"Hsiao, Cheng"
~source:"econis"
~subject:"Time series analysis"
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Time series analysis
Estimation theory
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Hall, Alastair R.
Hsiao, Cheng
Teräsvirta, Timo
5
Kapetanios, George
4
Phillips, Peter C. B.
4
Baltagi, Badi H.
3
Casarin, Roberto
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Koopman, Siem Jan
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Lucas, André
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Maasoumi, Esfandiar
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Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
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Estimation of semi-varying coefficient models with nonstationary regressors
Li, Kunpeng
;
Li, Degui
;
Liang, Zhongwen
;
Hsiao, Cheng
- In:
Econometric reviews
36
(
2017
)
1/3
,
pp. 354-369
Persistent link: https://www.econbiz.de/10011795217
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2
Local linear estimation of a nonparametric cointegration model
Liang, Zhongwen
;
Lin, Zhongjian
;
Hsiao, Cheng
- In:
Econometric reviews
34
(
2015
)
6/10
,
pp. 882-906
Persistent link: https://www.econbiz.de/10011483398
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