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Optimal prediction under asymmetric loss
Christoffersen, Peter F. - In: Econometric theory 13 (1997) 6, pp. 808-817
Persistent link: https://www.econbiz.de/10001236164
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Prediction and signal extraction of strongly dependent processes in the frequency domain
Hidalgo, Javier; Yajima, Yasutoshi - In: Econometric theory 18 (2002) 3, pp. 584-624
Persistent link: https://www.econbiz.de/10001673367
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Fast convergence rates in estimating large volatility matrices using high-frequency financial data
Tao, Minjing; Wang, Yazhen; Chen, Xiaohong - In: Econometric theory 29 (2013) 4, pp. 838-856
Persistent link: https://www.econbiz.de/10010210158
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Prediction errors in nonstationary autoregressions of infinite order
Ing, Ching-kang; Sin, Chor-yiu; Yu, Shu-hui - In: Econometric theory 26 (2010) 3, pp. 774-803
Persistent link: https://www.econbiz.de/10003992431
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Asymptotically efficient model selection for panel data forecasting
Greenaway-McGrevy, Ryan - In: Econometric theory 35 (2019) 4, pp. 842-899
Persistent link: https://www.econbiz.de/10012386845
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Cointegrating regressions with time varying coefficients
Park, Joon Y.; Hahn, Sang B. - In: Econometric theory 15 (1999) 5, pp. 664-703
Persistent link: https://www.econbiz.de/10001483394
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A general method to estimate correlated discrete random variables
Ophem, Hans van - In: Econometric theory 15 (1999) 2, pp. 228-237
Persistent link: https://www.econbiz.de/10001381847
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Testing for embeddability by stationary reversible continuous-time Markov processes
Florens, Jean-Pierre; Renault, Eric; Touzi, Nizar - In: Econometric theory 14 (1998) 6, pp. 744-769
Persistent link: https://www.econbiz.de/10001352152
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An autoregressive spectral density estimator at frequency zero for nonstationarity tests
Perron, Pierre; Ng, Serena - In: Econometric theory 14 (1998) 5, pp. 560-603
Persistent link: https://www.econbiz.de/10001381121
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A new method for obtaining the autocovariance of an ARMA model : an exact form solution
Karanasos, Menelaos - In: Econometric theory 14 (1998) 5, pp. 622-640
Persistent link: https://www.econbiz.de/10001381129