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A semiparametric model for heterogeneous panel data with fixed effects
Boneva, Lena; Linton, Oliver; Vogt, Michael - In: Journal of econometrics 188 (2015) 2, pp. 327-345
Persistent link: https://www.econbiz.de/10011500509
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A misspecification test for multiplicative error models of non-negative time series processes
Gao, Jiti; Kim, Nam Hyun; Saart, Patrick W. - In: Journal of econometrics 189 (2015) 2, pp. 346-359
Persistent link: https://www.econbiz.de/10011504553
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A flexible semiparametric forecasting model for time series
Li, Degui; Linton, Oliver; Lu, Zu-di - In: Journal of econometrics 187 (2015) 1, pp. 345-357
Persistent link: https://www.econbiz.de/10011499465
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Semiparametric single-index panel data models with cross-sectional dependence
Dong, Chaohua; Gao, Jiti; Peng, Bin - In: Journal of econometrics 188 (2015) 1, pp. 301-312
Persistent link: https://www.econbiz.de/10011500361
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Estimation of a nonparametric model for bond prices from cross-section and time series information
Koo, Bonsoo; La Vecchia, Davide; Linton, Oliver - In: Journal of econometrics 220 (2021) 2, pp. 562-588
Persistent link: https://www.econbiz.de/10012618568
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Estimation and inference in semiparametric quantile factor models
Ma, Shujie; Linton, Oliver; Gao, Jiti - In: Journal of econometrics 222 (2021) 1,2, pp. 295-323
Persistent link: https://www.econbiz.de/10012619426
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A weighted sieve estimator for nonparametric time series models with nonstationary variables
Dong, Chaohua; Linton, Oliver; Peng, Bin - In: Journal of econometrics 222 (2021) 2, pp. 909-932
Persistent link: https://www.econbiz.de/10012619807
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Recursive estimation in large panel data models : theory and practice
Jiang, Bin; Yang, Yanrong; Gao, Jiti; Hsiao, Cheng - In: Journal of econometrics 224 (2021) 2, pp. 439-465
Persistent link: https://www.econbiz.de/10013275396
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Estimation of a multiplicative correlation structure in the large dimensional case
Hafner, Christian M.; Linton, Oliver; Tang, Haihan - In: Journal of econometrics 217 (2020) 2, pp. 431-470
Persistent link: https://www.econbiz.de/10012482816
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Kernel-based Inference in Time-Varying Coefficient Cointegrating Regression
Li, Degui; Phillips, Peter C. B.; Gao, Jiti - In: Journal of econometrics 215 (2020) 2, pp. 607-632
Persistent link: https://www.econbiz.de/10012439572