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Copula-based nonlinear quantile autoregression
Chen, Xiaohong
(
contributor
);
Koenker, Roger
(
contributor
); …
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2008
Persistent link: https://www.econbiz.de/10003773621
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2
Efficient estimation of copula-based semiparametric Markov models
Chen, Xiaohong
;
Wu, Wei Biao
;
Yi, Yanping
-
2009
Persistent link: https://www.econbiz.de/10003808786
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3
Copula-based time series with filtered nonstationarity
Chen, Xiaohong
;
Xiao, Zhijie
;
Wang, Bo
-
2020
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Final version: October 2020
Persistent link: https://www.econbiz.de/10012320594
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4
Efficient estimation of multivariate semi-nonparametric GARCH filtered copula models
Chen, Xiaohong
;
Huang, Zhuo
;
Yi, Yanping
-
2019
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Revised October 2019
Persistent link: https://www.econbiz.de/10012153489
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5
Adaptive testing in ARCH models
Linton, Oliver B.
;
Steigerwald, Douglas G.
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1995
Persistent link: https://www.econbiz.de/10000585298
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6
Semiparametric cointegrating rank selection
Cheng, Xu
(
contributor
);
Phillips, Peter C. B.
(
contributor
)
-
2008
Persistent link: https://www.econbiz.de/10003767412
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7
Testing for non-nested conditional moment restrictions using unconditional empirical likelihood
Otsu, Taisuke
(
contributor
);
Seo, Myung Hwan
(
contributor
); …
-
2008
Persistent link: https://www.econbiz.de/10003767429
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An improved bootstrap test of stochastic dominance
Linton, Oliver
;
Song, Kyungchul
;
Whang, Yoon-jae
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2009
Persistent link: https://www.econbiz.de/10003860925
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9
On the asymptotic optimality of emprical likelihood for testing moment restrictions
Kitamura, Yuichi
;
Santos, Andres
;
Shaikh, Azeem M.
-
2009
Persistent link: https://www.econbiz.de/10003868960
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10
Nonparametric tests of conditional treatment effects
Lee, Sokbae
;
Whang, Yoon-jae
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2009
Persistent link: https://www.econbiz.de/10003900595
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