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70
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52
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47
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46
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Cowles Foundation Conference on Econometrics: A Celebration of Peter Phillips's 40 Years at Yale <2018, New Haven, Conn.>
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261
Convergence rates of sums of α-mixing triangualr arrays : with an application to nonparametric drift function estimation of continuous-time processes
Kanaya, Shin
- In:
Econometric theory
33
(
2017
)
5
,
pp. 1121-1153
Persistent link: https://www.econbiz.de/10011810254
Saved in:
262
Dynamic linear panel regression models with interactive fixed effects
Moon, Hyungsik Roger
;
Weidner, Martin
- In:
Econometric theory
33
(
2017
)
1
,
pp. 158-195
Persistent link: https://www.econbiz.de/10011665278
Saved in:
263
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
Saved in:
264
Efficient estimation using the characteristic function
Carrasco, Marine
;
Kotchoni, Rachidi
- In:
Econometric theory
33
(
2017
)
2
,
pp. 479-526
Persistent link: https://www.econbiz.de/10011665560
Saved in:
265
Estimating the quadratic variation spectrum of noisy asset prices using generalized flat-top realized Kernels
Varneskov, Rasmus Tangsgaard
- In:
Econometric theory
33
(
2017
)
6
,
pp. 1457-1501
Persistent link: https://www.econbiz.de/10011810427
Saved in:
266
Estimating volatility functionals with multiple transactions
Jing, Bingyi
;
Liu, Zhi
;
Kong, Xinbing
- In:
Econometric theory
33
(
2017
)
2
,
pp. 331-365
Persistent link: https://www.econbiz.de/10011665349
Saved in:
267
ET obituary
Spanos, Aris
;
Phillips, Peter C. B.
- In:
Econometric theory
33
(
2017
)
5
,
pp. 1039-1045
Persistent link: https://www.econbiz.de/10011810246
Saved in:
268
Goodness-of-fit tests for multivariate copula-based time series models
Berghaus, Betina
;
Bücher, Axel
- In:
Econometric theory
33
(
2017
)
2
,
pp. 292-330
Persistent link: https://www.econbiz.de/10011665334
Saved in:
269
Granger causality and structural causality in cross-section and panel data
Lu, Xun
;
Su, Liangjun
;
White, Halbert
- In:
Econometric theory
33
(
2017
)
2
,
pp. 263-291
Persistent link: https://www.econbiz.de/10011665311
Saved in:
270
Higher order moemnts of Markov switching varma models
Cavicchioli, Maddalena
- In:
Econometric theory
33
(
2017
)
6
,
pp. 1502-1515
Persistent link: https://www.econbiz.de/10011810429
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