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Uniform consistency for nonparametric estimators in null recurrent time series
Gao, Jiti; Kanaya, Shin; Li, Degui; Tjostheim, Dag - In: Econometric theory 31 (2015) 5, pp. 911-952
Persistent link: https://www.econbiz.de/10011545492
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Nonlinear cointegrating power function regression with endogeneity
Hu, Zhishui; Phillips, Peter C. B.; Wang, Qiying - In: Econometric theory 37 (2021) 6, pp. 1173-1213
Persistent link: https://www.econbiz.de/10012704809
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Least squares estimation for nonlinear regression models with heteroscedasticity
Wang, Qiying - In: Econometric theory 37 (2021) 6, pp. 1267-1289
Persistent link: https://www.econbiz.de/10012704812
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Scaled PCA : a new approach to dimension reduction
Huang, Dashan; Jiang, Fuwei; Li, Kunpeng; Tong, Guoshi; … - In: Management science : journal of the Institute for … 68 (2022) 3, pp. 1678-1695
Persistent link: https://www.econbiz.de/10013260016
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Uniform consistency of nonstationary kernel-weighted sample covariances for nonparametric regression
Li, Degui; Phillips, Peter C. B.; Gao, Jiti - In: Econometric theory 32 (2016) 3, pp. 655-685
Persistent link: https://www.econbiz.de/10011606819
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Weak convergence to stochastic integrals under primitive conditions in nonlinear econometric models
Peng, Jiangyan; Wang, Qiying - In: Econometric theory 34 (2018) 5, pp. 1132-1157
Persistent link: https://www.econbiz.de/10011951465
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Nonparametric transformation regression with nonstationary data
Linton, Oliver; Wang, Qiying - In: Econometric theory 32 (2016) 1, pp. 1-29
Persistent link: https://www.econbiz.de/10011578411
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Inference on a semiparametric model with global power law and local nonparametric trends
Gao, Jiti; Linton, Oliver; Peng, Bin - In: Econometric theory 36 (2020) 2, pp. 223-249
Persistent link: https://www.econbiz.de/10012193746
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Efficient two-step generalized empirical likelihood estimation and tests with martingale differences
Jin, Fei; Lee, Lung-fei - In: Econometric theory 37 (2021) 3, pp. 573-612
Persistent link: https://www.econbiz.de/10012593449
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Experience effect in the impact of free trial promotions
Reza, Sadat; Ho, Hillbun; Ling, Richard Seyler; Shi, Hongyan - In: Management science : journal of the Institute for … 67 (2021) 3, pp. 1648-1669
Persistent link: https://www.econbiz.de/10012506018