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Fourier-type tests involving martingale difference processes
Hlávka, Zdeněk; Hušková, Marie; Kirch, Claudia; … - In: Econometric reviews 36 (2017) 4, pp. 469-492
Persistent link: https://www.econbiz.de/10011795250
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Large sample properties of the three-step euclidean likelihood estimators under model misspecification
Dovonon, Prosper - In: Econometric reviews 35 (2016) 1/4, pp. 465-514
Persistent link: https://www.econbiz.de/10011550029
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Inference for the tail index of a GARCH(1,1) model and an AR(1) model with ARCH(1) errors
Zhang, Rongmao; Li, Chenxue; Peng, Liang - In: Econometric reviews 38 (2019) 2, pp. 151-169
Persistent link: https://www.econbiz.de/10012180711
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Inference in the presence of redundant moment conditions and the impact of government health expenditure on health outcomes in England
Andrews, Martyn J.; Elamin, Obbey; Hall, Alastair R.; … - In: Econometric reviews 36 (2017) 1/3, pp. 23-41
Persistent link: https://www.econbiz.de/10011794611