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The econometrics of learning in financial markets
Bossaerts, Peter L. - In: Econometric theory 11 (1995) 1, pp. 151-189
Persistent link: https://www.econbiz.de/10001176345
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Cointegrating smooth transition regressions
Saikkonen, Pentti; Choi, In - In: Econometric theory 20 (2004) 2, pp. 301-340
Persistent link: https://www.econbiz.de/10001987871
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Uniform convergence of series estimators over function spaces
Song, Kyungchul - In: Econometric theory 24 (2008) 6, pp. 1463-1499
Persistent link: https://www.econbiz.de/10003771779
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M-estimation in GARCH models
Mukherjee, Kanchan - In: Econometric theory 24 (2008) 6, pp. 1530-1553
Persistent link: https://www.econbiz.de/10003771782
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Specification and estimation of semiparametric multiple-index models
Donkers, Bas; Schafgans, Marcia M. A. - In: Econometric theory 24 (2008) 6, pp. 1584-1606
Persistent link: https://www.econbiz.de/10003771790
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Asymptotic properties of nonparametric frontier estimators
Horváth, Lajos; Horváth, Zsuzsanna; Zhou, Wang - In: Econometric theory 24 (2008) 6, pp. 1607-1627
Persistent link: https://www.econbiz.de/10003771886
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Adaptive density estimation for general ARCH models
Comte, Fabienne; Dedecker, J.; Taupin, M. L. - In: Econometric theory 24 (2008) 6, pp. 1628-1662
Persistent link: https://www.econbiz.de/10003771889
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Asymptotics and consistent bootstraps for DEA estimators in nonparametric frontier models
Kneip, Alois; Simar, Léopold; Wilson, Paul W. - In: Econometric theory 24 (2008) 6, pp. 1663-1697
Persistent link: https://www.econbiz.de/10003771891
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A puzzling phenomenon in semiparametric estimation problems with infinite-dimensional nuisance parameters
Hitomi, Kohtaro; Nishiyama, Yoshihiko; Okui, Ryo - In: Econometric theory 24 (2008) 6, pp. 1717-1728
Persistent link: https://www.econbiz.de/10003771893
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Fixed-b asymptotics in single-equation cointegration models with endogenous regressors
Bunzel, Helle - In: Econometric theory 22 (2006) 4, pp. 743-755
Persistent link: https://www.econbiz.de/10003351882