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A unified unit root test regardless of intercept
Yang, Bingduo; Liu, Xiaohui; Long, Wei; Peng, Liang - In: Econometric reviews 42 (2023) 6, pp. 540-555
Persistent link: https://www.econbiz.de/10014305575
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Nonparametric Knn estimation with monotone constraints
Li, Zheng; Liu, Guannan; Li, Qi - In: Econometric reviews 36 (2017) 6/9, pp. 988-1006
Persistent link: https://www.econbiz.de/10011795554
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Optimal smoothing parameter selection in single-index model derivative estimation
Yao, Shuang; Liu, Guannan - In: Econometric reviews 43 (2024) 8, pp. 559-580
Persistent link: https://www.econbiz.de/10015050621
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A generalized dynamic conditional correlation model : simulation and application to many assets
Hafner, Christian M.; Franses, Philip Hans - In: Econometric reviews 28 (2009) 6, pp. 612-631
Persistent link: https://www.econbiz.de/10003881196
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Reconciling negative return skewness with positive time-varying risk premia
Kyriakopoulou, Dimitra; Hafner, Christian M. - In: Econometric reviews 41 (2022) 8, pp. 877-894
Persistent link: https://www.econbiz.de/10013364913