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~isPartOf:"Cowles Foundation discussion paper"
~isPartOf:"Journal of econometrics"
~person:"Davis, Richard A."
~subject:"Schätztheorie"
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Schätztheorie
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Davis, Richard A.
Phillips, Peter C. B.
71
Andrews, Donald W. K.
19
Linton, Oliver
16
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13
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10
Li, Qi
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Cowles Foundation discussion paper
Journal of econometrics
Econometric theory
1
Journal of the American Statistical Association : JASA
1
Springer series in statistics
1
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Time series
estimation
of the dynamic effects of disaster-type shocks
Davis, Richard A.
;
Ng, Serena
- In:
Journal of econometrics
235
(
2023
)
1
,
pp. 180-201
Persistent link: https://www.econbiz.de/10014434389
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2
Noncausal vector AR processes with application to economic time series
Davis, Richard A.
;
Li, Song
- In:
Journal of econometrics
216
(
2020
)
1
,
pp. 246-267
Persistent link: https://www.econbiz.de/10012439692
Saved in:
3
Inference on the tail process with application to financial time series modeling
Davis, Richard A.
;
Drees, Holger
;
Segers, Johan
; …
- In:
Journal of econometrics
205
(
2018
)
2
,
pp. 508-525
Persistent link: https://www.econbiz.de/10012110330
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4
On consistency of minimum description length model selection for piecewise autoregressions
Davis, Richard A.
;
Hancock, Stacey A.
;
Yao, Yi-Ching
- In:
Journal of econometrics
194
(
2016
)
2
,
pp. 360-368
Persistent link: https://www.econbiz.de/10011705206
Saved in:
5
Goodness-of-fit testing for time series models via distance covariance
Wan, Phyllis
;
Davis, Richard A.
- In:
Journal of econometrics
227
(
2022
)
1
,
pp. 4-24
Persistent link: https://www.econbiz.de/10013441619
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