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Copula-based nonlinear quantile autoregression
Chen, Xiaohong (contributor); Koenker, Roger (contributor);  … - 2008
Persistent link: https://www.econbiz.de/10003773621
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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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Copula-based time series with filtered nonstationarity
Chen, Xiaohong; Xiao, Zhijie; Wang, Bo - 2020 - Final version: October 2020
Persistent link: https://www.econbiz.de/10012320594
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Efficient estimation of multivariate semi-nonparametric GARCH filtered copula models
Chen, Xiaohong; Huang, Zhuo; Yi, Yanping - 2019 - Revised October 2019
Persistent link: https://www.econbiz.de/10012153489
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Adaptive testing in ARCH models
Linton, Oliver B.; Steigerwald, Douglas G. - 1995
Persistent link: https://www.econbiz.de/10000585298
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Semiparametric cointegrating rank selection
Cheng, Xu (contributor); Phillips, Peter C. B. (contributor) - 2008
Persistent link: https://www.econbiz.de/10003767412
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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 - 2009
Persistent link: https://www.econbiz.de/10003860925
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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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Nonparametric tests of conditional treatment effects
Lee, Sokbae; Whang, Yoon-jae - 2009
Persistent link: https://www.econbiz.de/10003900595