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The exact cumulative distribution function of a ratio of quadratic forms in normal variables, with application to the AR(1) model
Forchini, Giovanni - In: Econometric theory 18 (2002) 4, pp. 823-852
Persistent link: https://www.econbiz.de/10001687451
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Likelihood-based inference in trending time series with a root near unity
Xiao, Zhijie - In: Econometric theory 17 (2001) 6, pp. 1082-1112
Persistent link: https://www.econbiz.de/10001638376
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The generalized dynamic factor model : representation theory
Forni, Mario; Lippi, Marco - In: Econometric theory 17 (2001) 6, pp. 1113-1141
Persistent link: https://www.econbiz.de/10001638377
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Asymptotically efficient median regresssion in the presence of heteroskedasticity of unknown form
Zhao, Quanshui - In: Econometric theory 17 (2001) 4, pp. 765-784
Persistent link: https://www.econbiz.de/10001606794
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The estimation of continuous parameter long-memory time series models
Chambers, Marcus J. - In: Econometric theory 12 (1996) 2, pp. 374-390
Persistent link: https://www.econbiz.de/10001205637
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Asymptotic theory for a vector ARMA-GARCH model
Ling, Shiqing; McAleer, Michael - In: Econometric theory 19 (2003) 2, pp. 280-310
Persistent link: https://www.econbiz.de/10001743407
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Finite-sample instrumental variables inference using an asymptotically pivotal statistic
Bekker, Paul A.; Kleibergen, Frank - In: Econometric theory 19 (2003) 5, pp. 744-753
Persistent link: https://www.econbiz.de/10001802801
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Density functionals, with an option-pricing application
Abadir, Karim Maher; Rockinger, Michael - In: Econometric theory 19 (2003) 5, pp. 778-811
Persistent link: https://www.econbiz.de/10001802812
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Some limit theory for autocovariances whose order depends on sample size
Harris, David; McCabe, Brendan Peter Martin; Leybourne, … - In: Econometric theory 19 (2003) 5, pp. 829-864
Persistent link: https://www.econbiz.de/10001802822
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AR(1) models, unit roots, and adjusted profile likelihood
Pere, Pekka - In: Econometric theory 19 (2003) 6, pp. 885-922
Persistent link: https://www.econbiz.de/10001818870