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Sup-tests for linearity in a general nonlinear AR(1) model
Francq, Christian; Horváth, Lajos; Zakoïan, Jean-Michel - In: Econometric theory 26 (2010) 4, pp. 965-993
Persistent link: https://www.econbiz.de/10003993816
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Convergence of integral functionals of stochastic processes
Berkes, István; Horváth, Lajos - In: Econometric theory 22 (2006) 2, pp. 304-322
Persistent link: https://www.econbiz.de/10003301252
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Sequential testing for the stability of high-frequency portfolio betas
Aue, Alexander; Hörmann, Siegfried; Horváth, Lajos; … - In: Econometric theory 28 (2012) 4, pp. 804-837
Persistent link: https://www.econbiz.de/10009669735
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Limit laws in transaction-level asset price models
Aue, Alexander; Horváth, Lajos; Hurvich, Clifford M.; … - In: Econometric theory 30 (2014) 3, pp. 536-579
Persistent link: https://www.econbiz.de/10010500888
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Estimation and inference in short panel vector autoregressions with unit roots and cointegration
Binder, Michael; Hsiao, Cheng; Pesaran, M. Hashem - In: Econometric theory 21 (2005) 4, pp. 795-837
Persistent link: https://www.econbiz.de/10003004733
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Estimation of the maximal moment exponent of a GARCH (1,1) sequence
Berkes, István; Horváth, Lajos; Kokoszka, Piotr - In: Econometric theory 19 (2003) 4, pp. 565-586
Persistent link: https://www.econbiz.de/10001777182
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Real-time econometrics
Pesaran, M. Hashem; Timmermann, Allan - In: Econometric theory 21 (2005) 1, pp. 212-231
Persistent link: https://www.econbiz.de/10002674695
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Multivariate linear rational expectations models : characterization of the nature of the solutions and their fully recursive computation
Binder, Michael - In: Econometric theory 13 (1997) 6, pp. 877-888
Persistent link: https://www.econbiz.de/10001236160
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Large sample distribution of weighted sums of ARCH(p) squared residual correlations
Horváth, Lajos; Kokoszka, Piotr - In: Econometric theory 17 (2001) 2, pp. 283-295
Persistent link: https://www.econbiz.de/10001568398
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Sequential monitoring of changes in dynamic linear models, applied to the U.S. housing market
Horváth, Lajos; Liu, Zhenya; Lu, Shanglin - In: Econometric theory 38 (2022) 2, pp. 209-272
Persistent link: https://www.econbiz.de/10013187224