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Which moments to match?
Gallant, A. Ronald - In: Econometric theory 12 (1996) 4, pp. 657-681
Persistent link: https://www.econbiz.de/10001210205
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Estimation of a linear regression model with stationary ARMA (p, q) errors
Zinde-Walsh, Victoria - In: Journal of econometrics 47 (1991) 2, pp. 333-357
Persistent link: https://www.econbiz.de/10001099505
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Asymptotic theory for some high breakdown point estimators
Zinde-Walsh, Victoria - In: Econometric theory 18 (2002) 5, pp. 1172-1196
Persistent link: https://www.econbiz.de/10001702338
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Estimation in an additive model when the components are linked parametrically
Carroll, Raymond J.; Härdle, Wolfgang; Mammen, Enno - In: Econometric theory 18 (2002) 4, pp. 886-912
Persistent link: https://www.econbiz.de/10001687478
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Transforming the error-components model for estimation with general ARMA disturbances
Galbraith, John W. - In: Journal of econometrics 66 (1995) 1, pp. 349-355
Persistent link: https://www.econbiz.de/10001174114
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Testing a parametric model against a semiparametric alternative
Horowitz, Joel - In: Econometric theory 10 (1994) 5, pp. 821-848
Persistent link: https://www.econbiz.de/10001175056
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The GLS transformation matrix and a semi-recursive estimator for the linear regression model with ARMA errors
Galbraith, John W. - In: Econometric theory 8 (1992) 1, pp. 95-111
Persistent link: https://www.econbiz.de/10001126806
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A bootstrap test for positive definiteness of income effect matrices
Härdle, Wolfgang - In: Econometric theory 8 (1992) 2, pp. 276-290
Persistent link: https://www.econbiz.de/10001128732
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Some exact formulae for autoregressive moving average processes
Zinde-Walsh, Victoria - In: Econometric theory 4 (1988) 3, pp. 384-402
Persistent link: https://www.econbiz.de/10001074425
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Local polynomial estimators of the volatility function in nonparametric autoregression
Härdle, Wolfgang - In: Journal of econometrics 81 (1997) 1, pp. 223-242
Persistent link: https://www.econbiz.de/10001336796