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Establishing conditions for the functional central limit theorem in nonlinear and semiparametric time series processes
Davidson, James E. H. - In: Journal of econometrics 106 (2002) 2, pp. 243-269
Persistent link: https://www.econbiz.de/10001638897
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The functional central limit theorem and weak convergence to stochastic integrals, [Teil] 1 : weakly dependent processes
Jong, Robert M. de; Davidson, James E. H. - In: Econometric theory 16 (2000) 5, pp. 621-642
Persistent link: https://www.econbiz.de/10001533160
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The functional central limit theorem and weak convergence to stochastic integrals, [Teil] 2 : fractionally integrated processes
Davidson, James E. H.; Jong, Robert M. de - In: Econometric theory 16 (2000) 5, pp. 643-666
Persistent link: https://www.econbiz.de/10001533165
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The central limit theorem for globally nonstationary near-epoch dependent functions of mixing processes : the asymptotically degenerate case
Davidson, James E. H. - In: Econometric theory 9 (1993) 3, pp. 402-412
Persistent link: https://www.econbiz.de/10001151127
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Structural relations, cointegration and identification : some simple results and their application
Davidson, James E. H. - In: Journal of econometrics 87 (1998) 1, pp. 87-113
Persistent link: https://www.econbiz.de/10001248305
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A unified approach to robust, regression-based specification tests
Wooldridge, Jeffrey M. - In: Econometric theory 6 (1990) 1, pp. 17-43
Persistent link: https://www.econbiz.de/10001085419
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Some invariance principles and central limit theorems for dependent heterogeneous processes
Wooldridge, Jeffrey M. - In: Econometric theory 4 (1988) 2, pp. 210-230
Persistent link: https://www.econbiz.de/10001052659
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Distribution-free estimation of some nonlinear panel data models
Wooldridge, Jeffrey M. - In: Journal of econometrics 90 (1999) 1, pp. 77-97
Persistent link: https://www.econbiz.de/10001353785
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Multiplicative panel data models without the strict exogeneity assumption
Wooldridge, Jeffrey M. - In: Econometric theory 13 (1997) 5, pp. 667-678
Persistent link: https://www.econbiz.de/10001232221
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Semiparametric estimation of partially linear models for dependent data with generated regressors
Li, Qi; Wooldridge, Jeffrey M. - In: Econometric theory 18 (2002) 3, pp. 625-645
Persistent link: https://www.econbiz.de/10001673440