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Econometric theory
LSE Research Online Documents on Economics
54
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1
Weighted least absolute deviations estimation for ARMA models with infinite variance
Pan, Jiazhu
;
Wang, Hui
;
Yao, Qiwei
- In:
Econometric theory
23
(
2007
)
5
,
pp. 852-879
Persistent link: https://www.econbiz.de/10003549656
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2
WEIGHTED LEAST ABSOLUTE DEVIATIONS ESTIMATION FOR ARMA MODELS WITH INFINITE VARIANCE
Pan, Jiazhu
;
Wang, Hui
;
Yao, Qiwei
;
Adler, R.J.
; …
- In:
Econometric theory
23
(
2007
)
5
,
pp. 852-879
Persistent link: https://www.econbiz.de/10007762703
Saved in:
3
Empirical-likelihood-based confidence intervals for conditional variance in heteroskedastic regression models
Chan, Ngai Hang
;
Peng, Liang
;
Zhang, Dabao
- In:
Econometric theory
27
(
2011
)
1
,
pp. 154-177
Persistent link: https://www.econbiz.de/10009127139
Saved in:
4
Toward a unified interval estimation of autoregressions
Chan, Ngai Hang
;
Li, Deyuan
;
Peng, Liang
- In:
Econometric theory
28
(
2012
)
3
,
pp. 705-717
Persistent link: https://www.econbiz.de/10009545785
Saved in:
5
Tail index of an AR(1) model with ARCH(1) errors
Chan, Ngai Hang
;
Li, Deyuan
;
Peng, Liang
;
Zhang, Rongmao
- In:
Econometric theory
29
(
2013
)
5
,
pp. 920-940
Persistent link: https://www.econbiz.de/10010248321
Saved in:
6
TOWARD A UNIFIED INTERVAL ESTIMATION OF AUTOREGRESSIONS
Chan, Ngai Hang
;
Li, Deyuan
;
Peng, Liang
- In:
Econometric theory
28
(
2011
)
3
,
pp. 705-718
Persistent link: https://www.econbiz.de/10009968682
Saved in:
7
EMPIRICAL-LIKELIHOOD-BASED CONFIDENCE INTERVALS FOR CONDITIONAL VARIANCE IN HETEROSKEDASTIC REGRESSION MODELS
Chan, Ngai Hang
;
Peng, Liang
;
Zhang, Dabao
- In:
Econometric theory
27
(
2010
)
1
,
pp. 154-178
Persistent link: https://www.econbiz.de/10008814161
Saved in:
8
Test for zero median of errors in an ARMA-GARCH model
Ma, Yaolan
;
Zhou, Mohan
;
Peng, Liang
;
Zhang, Rongmao
- In:
Econometric theory
38
(
2022
)
3
,
pp. 536-561
Persistent link: https://www.econbiz.de/10013269973
Saved in:
9
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
Saved in:
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