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~person:"Duffy, James A."
~person:"Stelzer, Robert"
~subject:"Estimation theory"
~subject:"Multivariate analysis"
~subject:"Stochastic process"
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Duffy, James A.
Stelzer, Robert
Phillips, Peter C. B.
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Asymptotic theory for kernel estimators under moderate deviations from a unit root, with an application to the asymptotic size of nonparametric tests
Duffy, James A.
- In:
Econometric theory
36
(
2020
)
4
,
pp. 559-582
Persistent link: https://www.econbiz.de/10012258405
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2
Uniform convergence rates over maximal domains in structural nonparametric cointegrating regression
Duffy, James A.
- In:
Econometric theory
33
(
2017
)
6
,
pp. 1387-1417
Persistent link: https://www.econbiz.de/10011810424
Saved in:
3
Multivariate ecogarch processes
Haug, Stephan
;
Stelzer, Robert
- In:
Econometric theory
27
(
2011
)
2
,
pp. 344-371
Persistent link: https://www.econbiz.de/10009310772
Saved in:
4
On Markov-switching ARMA processes : stationarity, existence of moments, and geometric ergodicity
Stelzer, Robert
- In:
Econometric theory
25
(
2009
)
1
,
pp. 43-62
Persistent link: https://www.econbiz.de/10003816215
Saved in:
5
On the relation between the vec and BEKK multivariate GARCH models
Stelzer, Robert
- In:
Econometric theory
24
(
2008
)
4
,
pp. 1131-1136
Persistent link: https://www.econbiz.de/10003736871
Saved in:
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