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Semiparametric inference on the fractal index of Gaussian and conditionally Gaussian time series data
Bennedsen, Mikkel - 2016
Persistent link: https://www.econbiz.de/10011524100
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Semiparametric modelling and estimation : a selective overview
Kristensen, Dennis - 2009
Persistent link: https://www.econbiz.de/10003883603
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The cointegrated vector autoregressive model with general deterministic terms
Johansen, Søren; Nielsen, Morten Ørregaard - 2016
Persistent link: https://www.econbiz.de/10011524104
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Times series : cointegration
Johansen, Søren - 2014
Persistent link: https://www.econbiz.de/10010418999
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Testing a parametric function against nonparametric alternative in IV and GMM settings
Gørgens, Tue; Würtz, Allan H. - 2009
Persistent link: https://www.econbiz.de/10003903437
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Fixed-b inference in the presence of time-varying volatility
Demetrescum, Matei; Hanck, Christoph; Kruse, Robinson - 2016
Persistent link: https://www.econbiz.de/10011409125
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Inference in partially identified models with many moment inequalities using Lasso
Bugni, Federico A.; Caner, Mehmet; Kock, Anders Bredahl; … - 2016
Persistent link: https://www.econbiz.de/10011474717
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Asymptotic theory and wild bootstrap inference with clustered errors
Djogbenou, Antoine A.; MacKinnon, James G.; Nielsen, … - 2019
Persistent link: https://www.econbiz.de/10012063541
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Consistent inference for predictive regressions in persistent VAR economies
Andersen, Torben; Varneskov, Rasmus Tangsgaard - 2018
Persistent link: https://www.econbiz.de/10011797682
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Polynomial regressions and nonsense inference
Ventosa-Santaulària, Daniel; Rodríguez-Caballero, … - 2013
Persistent link: https://www.econbiz.de/10010206202