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HIGHER ORDER ASYMPTOTIC THEORY WHEN A PARAMETER IS ON A BOUNDARY WITH AN APPLICATION TO GARCH MODELS
Iglesias, Emma M.; Linton, Oliver B. - In: Econometric Theory 23 (2007) 06, pp. 1136-1161
Persistent link: https://www.econbiz.de/10005250140
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AN INTRODUCTION TO ECONOMETRIC THEORY
Linton, Oliver B. - In: Econometric Theory 14 (1998) 06, pp. 795-798
Persistent link: https://www.econbiz.de/10005250237
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Estimation, Inference and Specification Analysis H. White, Cambridge University Press, 1994
Linton, Oliver B. - In: Econometric Theory 12 (1996) 03, pp. 581-583
Persistent link: https://www.econbiz.de/10005411852
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EFFICIENT ESTIMATION OF GENERALIZED ADDITIVE NONPARAMETRIC REGRESSION MODELS
Linton, Oliver B. - In: Econometric Theory 16 (2000) 04, pp. 502-523
Persistent link: https://www.econbiz.de/10005610585