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On the recoverability of forecasters' preferences
Lieil, Robert P.; Stinchcombe, Maxwell B. - In: Econometric theory 29 (2013) 3, pp. 517-544
Persistent link: https://www.econbiz.de/10009778519
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On testing for serial correlation with a wavelet-based spectral density estimator in multivariate time series
Duchesne, Pierre - In: Econometric theory 22 (2006) 4, pp. 633-676
Persistent link: https://www.econbiz.de/10003351876
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Monitoring constancy of variance in conditionally heteroskedastic time series
Horváth, Lajos; Kokoszka, Piotr; Zhang, Aonan - In: Econometric theory 22 (2006) 3, pp. 373-402
Persistent link: https://www.econbiz.de/10003307471
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Generalized empirical likelihood inference for nonlinear and time series models under weak identification
Otsu, Taisuke - In: Econometric theory 22 (2006) 3, pp. 513-527
Persistent link: https://www.econbiz.de/10003307495
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Asymptotic theory for local time density estimation and nonparametric cointegrating regression
Wang, Qiying; Phillips, Peter C. B. - In: Econometric theory 25 (2009) 3, pp. 710-738
Persistent link: https://www.econbiz.de/10003864160
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Conditions for the propagation of memory parameter from durations to counts and realized volatilty
Deo, Rohit S.; Hurvich, Clifford M.; Soulier, Philippe; … - In: Econometric theory 25 (2009) 3, pp. 764-792
Persistent link: https://www.econbiz.de/10003864181
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Copula-based characterizations for higher order Markov processes
Ibragimov, Rustam Ju. - In: Econometric theory 25 (2009) 3, pp. 819-846
Persistent link: https://www.econbiz.de/10003864192
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Nonparametric additive models for panels of time series
Mammen, Enno; Støve, Bård; Tjøstheim, Dag - In: Econometric theory 25 (2009) 2, pp. 442-481
Persistent link: https://www.econbiz.de/10003818336
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Regression-based seasonal unit root tests
Smith, Richard J.; Taylor, Robert; Barrio Castro, Tomas del - In: Econometric theory 25 (2009) 2, pp. 527-560
Persistent link: https://www.econbiz.de/10003818361
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Heteroskedastic time series with a unit root
Cavaliere, Giuseppe; Taylor, Robert - In: Econometric theory 25 (2009) 5, pp. 1228-1276
Persistent link: https://www.econbiz.de/10003885750