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Uniform consistency for nonparametric estimators in null recurrent time series
Gao, Jiti; Kanaya, Shin; Li, Degui; Tjostheim, Dag - In: Econometric theory 31 (2015) 5, pp. 911-952
Persistent link: https://www.econbiz.de/10011545492
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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
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Uniform consistency of nonstationary kernel-weighted sample covariances for nonparametric regression
Li, Degui; Phillips, Peter C. B.; Gao, Jiti - In: Econometric theory 32 (2016) 3, pp. 655-685
Persistent link: https://www.econbiz.de/10011606819
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A consistent nonparametric test on semiparametric smooth coefficient models with integrated time series
Sun, Yiguo; Cai, Zongwu; Li, Qi - In: Econometric theory 32 (2016) 4, pp. 988-1022
Persistent link: https://www.econbiz.de/10011644226
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Spline estimation of a semiparametric GARCH model
Liu, Rong; Yang, Lijian - In: Econometric theory 32 (2016) 4, pp. 1023-1054
Persistent link: https://www.econbiz.de/10011644228
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Pricing kernel estimation : a local estimating equation approach
Cai, Zongwu; Ren, Yu; Sun, Linman - In: Econometric theory 31 (2015) 3, pp. 560-580
Persistent link: https://www.econbiz.de/10011341909
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Pricing kernel estimation : a local estimating equation approach
Cai, Zongwu; Ren, Yu; Sun, Linman - In: Econometric theory 31 (2015) 3, pp. 560-580
Persistent link: https://www.econbiz.de/10011290889
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Non- and semiparametric identification of seasonal nonlinear autoregression models
Yang, Lijian; Tschernig, Rolf - In: Econometric theory 18 (2002) 6, pp. 1408-1448
Persistent link: https://www.econbiz.de/10001716911
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Nonparametric estimation and testing of interaction in additive models
Sperlich, Stefan; Tjøstheim, Dag; Yang, Lijian - In: Econometric theory 18 (2002) 2, pp. 197-251
Persistent link: https://www.econbiz.de/10001661291
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Adaptive testing in continuous-time diffusion models
Gao, Jiti; King, Maxwell L. - In: Econometric theory 20 (2004) 5, pp. 844-882
Persistent link: https://www.econbiz.de/10002265242