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A flexible nonparametric test for conditional independence
Huang, Meng; Sun, Yixiao; White, Halbert - In: Econometric theory 32 (2016) 6, pp. 1434-1482
Persistent link: https://www.econbiz.de/10011661982
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A Markovian local resampling scheme for nonparametric estimators in time series analysis
Paparoditis, Efstathios; Politis, Dimitris N. - In: Econometric theory 17 (2001) 3, pp. 540-566
Persistent link: https://www.econbiz.de/10001589016
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Locally stationary factor models : identification and nonparametric estimation
Motta, Giovanni; Hafner, Christian M.; Sachs, Rainer von - In: Econometric theory 27 (2011) 6, pp. 1279-1319
Persistent link: https://www.econbiz.de/10009489713
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Specification test for missing functional data
Bugni, Federico A. - In: Econometric theory 28 (2012) 5, pp. 959-1002
Persistent link: https://www.econbiz.de/10009714727
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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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Estimation of stochastic volatility models by nonparametric filtering
Kanaya, Shin; Kristensen, Dennis - In: Econometric theory 32 (2016) 4, pp. 861-916
Persistent link: https://www.econbiz.de/10011644214
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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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Bias correctoin of semiparametric long memory parameter estimators via the prefiltered sieve bootstrap
Poskitt, Donald Stephen; Martin, M.; Grose, Simone D. - In: Econometric theory 33 (2017) 3, pp. 578-609
Persistent link: https://www.econbiz.de/10011810039
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Exact local whittle estimation in long memory time series with multiple poles
Arteche, Josu - In: Econometric theory 36 (2020) 6, pp. 1064-1098
Persistent link: https://www.econbiz.de/10012404090
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Adaptation for nonparametric estimators of locally stationary processes
Dahlhaus, Rainer; Richter, Stefan - In: Econometric theory 39 (2023) 6, pp. 1123-1153
Persistent link: https://www.econbiz.de/10014465367