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Testing the Lucas critique : a review
Favero, Carlo A. - In: Econometric reviews 11 (1992) 3, pp. 265-306
Persistent link: https://www.econbiz.de/10001133935
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A unified view of nonparametric trend-cycle predictors via reproducing kernel Hilbert spaces
Dagum, Estela Bee; Bianconcini, Silvia - In: Econometric reviews 32 (2013) 7, pp. 848-867
Persistent link: https://www.econbiz.de/10009758615
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Local linear estimation of a nonparametric cointegration model
Liang, Zhongwen; Lin, Zhongjian; Hsiao, Cheng - In: Econometric reviews 34 (2015) 6/10, pp. 882-906
Persistent link: https://www.econbiz.de/10011483398
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Semiparametric estimation and inference on the fractal index of Gaussian and conditionally Gaussian time series data
Bennedsen, Mikkel - In: Econometric reviews 39 (2020) 9, pp. 875-903
Persistent link: https://www.econbiz.de/10012295586
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Inference of the trend in a partially linear model with locally stationary regressors
Kim, Kun Ho - In: Econometric reviews 35 (2016) 5/7, pp. 1194-1220
Persistent link: https://www.econbiz.de/10011591175
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The estimation for Lévy processes in high frequency data
Zheng, Jing; Gu, Wentao; Xu, Baolin; Cai, Zongwu - In: Econometric reviews 37 (2018) 6/10, pp. 1051-1066
Persistent link: https://www.econbiz.de/10012040536
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Weighted simulated integrated conditional moment tests for parametric conditional distributions of stationary time series processes
Bierens, Herman J.; Wang, Li - In: Econometric reviews 36 (2017) 1/3, pp. 103-135
Persistent link: https://www.econbiz.de/10011795009
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Estimation of semi-varying coefficient models with nonstationary regressors
Li, Kunpeng; Li, Degui; Liang, Zhongwen; Hsiao, Cheng - In: Econometric reviews 36 (2017) 1/3, pp. 354-369
Persistent link: https://www.econbiz.de/10011795217
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An efficient integrated nonparametric entropy estimator of serial dependence
Hong, Yongmiao; Wang, Xia; Zhang, Wenjie; Wang, Shouyang - In: Econometric reviews 36 (2017) 6/9, pp. 728-780
Persistent link: https://www.econbiz.de/10011795488
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Semiparametric transition models
Čížek, Pavel; Koo, Chao Hui - In: Econometric reviews 41 (2022) 4, pp. 400-415
Persistent link: https://www.econbiz.de/10013364887