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Cauchy estimators for autoregressive processes with applications to unit root tests and confidence intervals
So, Beong Soo; Shin, Dong-wan - In: Econometric theory 15 (1999) 2, pp. 165-176
Persistent link: https://www.econbiz.de/10001381830
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Testing for zero autocorrelation when the innovations belong to the normal domain of attraction of a cauchy law
Runde, Ralf - In: Econometric theory 15 (1999) 2, pp. 177-183
Persistent link: https://www.econbiz.de/10001381835
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Asymptotic inference for nearly unstable AR(p) processes
Meer, Tjacco van der; Pap, Gyula; Zuijlen, Martien C. A. van - In: Econometric theory 15 (1999) 2, pp. 184-217
Persistent link: https://www.econbiz.de/10001381841
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A correction factor for unit root test statistics
Bravo, Francesco - In: Econometric theory 15 (1999) 2, pp. 218-227
Persistent link: https://www.econbiz.de/10001381843
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The behavior of forecast errors from a nearly integrated AR(1) model as both sample size and forecast horizon become large
Kemp, Gordon C. R. - In: Econometric theory 15 (1999) 2, pp. 238-256
Persistent link: https://www.econbiz.de/10001381851
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Parametric specification test for nonlinear autoregressive models
Kim, Kun Ho; Zhang, Ting; Wu, Wei Biao - In: Econometric theory 31 (2015) 5, pp. 1078-1101
Persistent link: https://www.econbiz.de/10011545520
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Consistent and conservative model selection with the adaptive lasso in stationary and nonstationary autoregressions
Kock, Anders Bredahl - In: Econometric theory 32 (2016) 1, pp. 243-259
Persistent link: https://www.econbiz.de/10011578467
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On size and power of heteroskedasticity and autocorrelation robust tests
Preinerstorfer, David; Pötscher, Benedikt M. - In: Econometric theory 32 (2016) 2, pp. 261-358
Persistent link: https://www.econbiz.de/10011578481
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Likelihood inference in an autoregression with fixed effects
Dhaene, Geert; Jochmans, Koen - In: Econometric theory 32 (2016) 5, pp. 1178-1215
Persistent link: https://www.econbiz.de/10011661738
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The asymptotic properties of the system GMM estimator in dynamic panel data models when both N and T are large
Hayakawa, Kazuhiko - In: Econometric theory 31 (2015) 3, pp. 647-667
Persistent link: https://www.econbiz.de/10011290881