Narrow search
Showing 1 - 8 of 8
Cover Image
Monitoring structural change
Chu, Chia-shang James - In: Econometrica : journal of the Econometric Society, an … 64 (1996) 5, pp. 1045-1065
Persistent link: https://www.econbiz.de/10001206926
Cover Image
Consistent specification testing via nonparametric series regression
Hong, Yongmiao - In: Econometrica : journal of the Econometric Society, an … 63 (1995) 5, pp. 1133-1159
Persistent link: https://www.econbiz.de/10001190381
Cover Image
Adaptive learning with nonlinear dynamics driven by dependent processes
Kuan, Chung-ming - In: Econometrica : journal of the Econometric Society, an … 62 (1994) 5, pp. 1087-1114
Persistent link: https://www.econbiz.de/10001169159
Cover Image
High breakdown point conditional dispersion estimation with application to S&P 500 daily returns to volatility
Sakata, Shinichi - In: Econometrica : journal of the Econometric Society, an … 66 (1998) 3, pp. 529-567
Persistent link: https://www.econbiz.de/10001240761
Cover Image
A reality check for data snooping
White, Halbert - In: Econometrica : journal of the Econometric Society, an … 68 (2000) 5, pp. 1097-1126
Persistent link: https://www.econbiz.de/10001510571
Cover Image
Tests of conditional predictive ability
Giacomini, Raffaella; White, Halbert - In: Econometrica : journal of the Econometric Society, an … 74 (2006) 6, pp. 1545-1578
Persistent link: https://www.econbiz.de/10003392308
Cover Image
Testing for regime switching
Cho, Jin Seo; White, Halbert - In: Econometrica : journal of the Econometric Society, an … 75 (2007) 6, pp. 1671-1720
Persistent link: https://www.econbiz.de/10003611883
Cover Image
Asymptotic distribution theory for nonparametric entropy measures of serial dependence
Hong, Yongmiao; White, Halbert - In: Econometrica : journal of the Econometric Society, an … 73 (2005) 3, pp. 837-901
Persistent link: https://www.econbiz.de/10002876743