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Infinite-order cointegrated vector autoregressive processes
Saikkonen, Pentti - In: Econometric theory 12 (1996) 5, pp. 814-844
Persistent link: https://www.econbiz.de/10001214299
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Conditional quantile estimation and inference for ARCH models
Koenker, Roger - In: Econometric theory 12 (1996) 5, pp. 793-813
Persistent link: https://www.econbiz.de/10001214300
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Spectral analysis for bivariate time series with long memory
Hidalgo, Javier - In: Econometric theory 12 (1996) 5, pp. 773-792
Persistent link: https://www.econbiz.de/10001214301
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Unit root tests based on M estimators
Lucas, André - In: Econometric theory 11 (1995) 2, pp. 331-346
Persistent link: https://www.econbiz.de/10001185251
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Nonparametric estimation and identification of nonlinear ARCH time series : strong convergence and asymptotic normality
Masry, Elias - In: Econometric theory 11 (1995) 2, pp. 258-289
Persistent link: https://www.econbiz.de/10001185253
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Spurious break
Nunes, Luis C. - In: Econometric theory 11 (1995) 4, pp. 736-749
Persistent link: https://www.econbiz.de/10001192727
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Analytical score function for irregularly sampled continuous time stochastic processes with control variables and missing values
Singer, Hermann - In: Econometric theory 11 (1995) 4, pp. 721-735
Persistent link: https://www.econbiz.de/10001192728
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Central limit and functional central limit theorems for Hilbert-valued dependent heterogeneous arrays with applications
Chen, Xiaohong - In: Econometric theory 14 (1998) 2, pp. 260-284
Persistent link: https://www.econbiz.de/10001245306
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On Phillips-Perron-type tests for seasonal unit roots
Breitung, Jörg - In: Econometric theory 14 (1998) 2, pp. 200-221
Persistent link: https://www.econbiz.de/10001245309
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A parametric characterization of integrated vector autoregressive (VAR) processes
Funding La Cour, Lisbeth - In: Econometric theory 14 (1998) 2, pp. 187-199
Persistent link: https://www.econbiz.de/10001245311