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Multivariate autoregression of order one with infinite variance innovations
Zarepour, Mahmoud; Roknossadati, S. M. - In: Econometric theory 24 (2008) 3, pp. 677-695
Persistent link: https://www.econbiz.de/10003894283
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Uniform Behadur representation for local polynomial estimates of M-regression and its application to the additive model
Kong, Efang; Linton, Oliver; Xia, Yingcun - In: Econometric theory 26 (2010) 5, pp. 1529-1564
Persistent link: https://www.econbiz.de/10008662657
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Spline-backfitted kernal smoothing of additive coefficient model
Liu, Rong; Yang, Lijian; Wang, Hui - In: Econometric theory 26 (2010) 1, pp. 29-59
Persistent link: https://www.econbiz.de/10003968457
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M-estimation for a spatial unilateral autoregressive model with infinite variance innovations
Roknossadati, S. M.; Zarepour, Mahmoud - In: Econometric theory 26 (2010) 6, pp. 1663-1682
Persistent link: https://www.econbiz.de/10008738346
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A nonparametric regression estimator that adapts to error distribution of unknown form
Linton, Oliver; Xiao, Zhijie - In: Econometric theory 23 (2007) 3, pp. 371-413
Persistent link: https://www.econbiz.de/10003541196
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Nonlinear cointegrating regression under weak identification
Shi, Xiaoxia; Phillips, Peter C. B. - In: Econometric theory 28 (2012) 3, pp. 509-547
Persistent link: https://www.econbiz.de/10009545835
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Estimation of a semiparametric IGARCH (1,1) model
Kim, Woocheol; Linton, Oliver - In: Econometric theory 27 (2011) 3, pp. 639-661
Persistent link: https://www.econbiz.de/10009266722
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Asymptotic theory for zero energy functionals with nonparametric regression applications
Wang, Qiying; Phillips, Peter C. B. - In: Econometric theory 27 (2011) 2, pp. 235-259
Persistent link: https://www.econbiz.de/10009310811
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Global Bahadur representation for nonparametric censored regression quantiles and its applications
Kong, Efang; Linton, Oliver; Xia, Yingcun - In: Econometric theory 29 (2013) 5, pp. 941-968
Persistent link: https://www.econbiz.de/10010248318
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Testing instability in a predictive regression model with nonstationary regressors
Cai, Zongwu; Wang, Yunfei; Wang, Yonggang - In: Econometric theory 31 (2015) 5, pp. 953-980
Persistent link: https://www.econbiz.de/10011545495