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LOCAL WHITTLE ESTIMATION OF FRACTIONAL INTEGRATION FOR NONLINEAR PROCESSES
Shao, Xiaofeng; Wu, Wei Biao; Baillie, R.T.; Chung, C.F.; … - In: Econometric theory 23 (2007) 5, pp. 899-929
Persistent link: https://www.econbiz.de/10007762701
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TESTING FOR UNIT ROOTS IN PANELS WITH A FACTOR STRUCTURE
Breitung, Jörg; Das, Samarjit; Bai, J.; Ng, S.; Bai, J.; … - In: Econometric theory 24 (2008) 1, pp. 88-108
Persistent link: https://www.econbiz.de/10007896792
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DETERMINANTS OF COVARIANCE MATRICES OF DIFFERENCED AR(1) PROCESSES
Han, Chirok; Galbraith, R.F.; Galbraith, J.I.; Grenander, U. - In: Econometric theory 23 (2007) 6, pp. 1248-1253
Persistent link: https://www.econbiz.de/10007869209
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Bandwidth selection in semiparametric estimation of censored linear regression models
Hall, Peter - In: Econometric theory 6 (1990) 2, pp. 123-150
Persistent link: https://www.econbiz.de/10001091200
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Testing a parametric model against a semiparametric alternative
Horowitz, Joel - In: Econometric theory 10 (1994) 5, pp. 821-848
Persistent link: https://www.econbiz.de/10001175056
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Oracle-efficient nonparametric estimation of an additive model with an unknown link function
Horowitz, Joel; Mammen, Enno - In: Econometric theory 27 (2011) 3, pp. 582-608
Persistent link: https://www.econbiz.de/10009266725