Narrow search
Showing 1 - 10 of 40
Cover Image
Regression quantiles for time series
Cai, Zongwu - In: Econometric theory 18 (2002) 1, pp. 169-192
Persistent link: https://www.econbiz.de/10001652640
Cover Image
Unit roots : a selective review of the contributions of Peter C. B. Phillips
Xiao, Zhijie - In: Econometric theory 30 (2014) 4, pp. 775-814
Persistent link: https://www.econbiz.de/10010502143
Cover Image
Likelihood-based inference in trending time series with a root near unity
Xiao, Zhijie - In: Econometric theory 17 (2001) 6, pp. 1082-1112
Persistent link: https://www.econbiz.de/10001638376
Cover Image
Right-tail information in financial markets
Xiao, Zhijie - In: Econometric theory 30 (2014) 1, pp. 94-126
Persistent link: https://www.econbiz.de/10010399786
Cover Image
Testing instability in a predictive regression model with nonstationary regressors
Cai, Zongwu; Wang, Yunfei; Wang, Yonggang - In: Econometric theory 31 (2015) 5, pp. 953-980
Persistent link: https://www.econbiz.de/10011545495
Cover Image
A consistent nonparametric test on semiparametric smooth coefficient models with integrated time series
Sun, Yiguo; Cai, Zongwu; Li, Qi - In: Econometric theory 32 (2016) 4, pp. 988-1022
Persistent link: https://www.econbiz.de/10011644226
Cover Image
Pricing kernel estimation : a local estimating equation approach
Cai, Zongwu; Ren, Yu; Sun, Linman - In: Econometric theory 31 (2015) 3, pp. 560-580
Persistent link: https://www.econbiz.de/10011341909
Cover Image
Pricing kernel estimation : a local estimating equation approach
Cai, Zongwu; Ren, Yu; Sun, Linman - In: Econometric theory 31 (2015) 3, pp. 560-580
Persistent link: https://www.econbiz.de/10011290889
Cover Image
Nonparametric estimation of additive nonlinear ARX time series : local linear fitting and projections
Cai, Zongwu; Masry, Elias - In: Econometric theory 16 (2000) 4, pp. 465-501
Persistent link: https://www.econbiz.de/10001517328
Cover Image
Semiparametric functional coefficient models with integrated covariates
Sun, Yiguo; Cai, Zongwu; Li, Qi - In: Econometric theory 29 (2013) 3, pp. 659-672
Persistent link: https://www.econbiz.de/10009778490