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On the asymptotic power of unit root tests
Abadir, Karim Maher - In: Econometric theory 9 (1993) 2, pp. 189-221
Persistent link: https://www.econbiz.de/10001143739
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Continuous weak convergence and stochastic equicontinuity results for integrated processes with an application to the estimation of a regression model
Saikkonen, Pentti - In: Econometric theory 9 (1993) 2, pp. 155-188
Persistent link: https://www.econbiz.de/10001143743
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Additive interactive regression models : circumvention of the curse of dimensionality
Andrews, Donald W. K. - In: Econometric theory 6 (1990) 4, pp. 466-479
Persistent link: https://www.econbiz.de/10001117670
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Strong consistency in nonlinear regression
Richardson, G. D. - In: Econometric theory 6 (1990) 4, pp. 459-465
Persistent link: https://www.econbiz.de/10001117681
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Functional forms of characteristic functions and characterizations of multivariate distributions
Chikuse, Yasuko - In: Econometric theory 6 (1990) 4, pp. 445-458
Persistent link: https://www.econbiz.de/10001117684
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Testing for a moving average unit root
Tanaka, Katsuto - In: Econometric theory 6 (1990) 4, pp. 433-444
Persistent link: https://www.econbiz.de/10001117685
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Discrete models for estimating general linear continuous time systems
Chambers, Marcus J. - In: Econometric theory 7 (1991) 4, pp. 531-542
Persistent link: https://www.econbiz.de/10001117733
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The joint distribution of forecast errors in the AR(1) model
Kemp, Gordon C. R. - In: Econometric theory 7 (1991) 4, pp. 497-518
Persistent link: https://www.econbiz.de/10001117736
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Estimating orthogonal impulse responses via vector autoregressive models
Lütkepohl, Helmut - In: Econometric theory 7 (1991) 4, pp. 487-496
Persistent link: https://www.econbiz.de/10001117737
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The exact likelihood function for an empirical job search model
Christensen, Bent Jesper - In: Econometric theory 7 (1991) 4, pp. 464-486
Persistent link: https://www.econbiz.de/10001117738