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Bayesian inference based only on simulated likelihood : particle filter analysis of dynamic economic models
Flury, Thomas; Shephard, Neil G. - In: Econometric theory 27 (2011) 5, pp. 933-956
Persistent link: https://www.econbiz.de/10009379765
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An improved generalized spectral test for conditional mean models in time series with conditional heteroskedasticity of unknown form
Hong, Yongmiao; Lee, Yoon-jin - In: Econometric theory 23 (2007) 1, pp. 106-154
Persistent link: https://www.econbiz.de/10003407425
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Recursive forecast combination for dependent heterogeneous data
Sancetta, Alessio - In: Econometric theory 26 (2010) 2, pp. 598-631
Persistent link: https://www.econbiz.de/10003968670
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Higher order asymptotic theory when a parameter is on a boundary with an application to GARCH models
Iglesias, Emma M.; Linton, Oliver - In: Econometric theory 23 (2007) 6, pp. 1136-1161
Persistent link: https://www.econbiz.de/10003591844
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On rank estimation in symmetric matrices : the case of indefinite matrix estimators
Donald, Stephen G.; Fortuna, Natércia; Pipiras, Vladas - In: Econometric theory 23 (2007) 6, pp. 1217-1232
Persistent link: https://www.econbiz.de/10003591865
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Long-run covariance matrices for fractionally integrated processes
Phillips, Peter C. B.; Kim, Chang Sik - In: Econometric theory 23 (2007) 6, pp. 1233-1247
Persistent link: https://www.econbiz.de/10003591877
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Determinants of covariance matrices of differenced AR(1) processes
Han, Chirok - In: Econometric theory 23 (2007) 6, pp. 1248-1253
Persistent link: https://www.econbiz.de/10003591886
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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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A model selection test for bivariate failure-time data
Chen, Xiaohong; Fan, Yanqin - In: Econometric theory 23 (2007) 3, pp. 414-439
Persistent link: https://www.econbiz.de/10003541246
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The limits of econometrics : nonparametric estimation in Hilbert spaces
Chichilnisky, Graciela - In: Econometric theory 25 (2009) 4, pp. 1070-1086
Persistent link: https://www.econbiz.de/10003875936