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Characteristic function based testing for conditional independence : a nonparametric regression approach
Wang, Xia; Hong, Yongmiao - In: Econometric theory 34 (2018) 4, pp. 815-849
Persistent link: https://www.econbiz.de/10011951432
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Simultaneously modeling conditional heteroskedasticity and scale change
Feng, Yuanhua - In: Econometric theory 20 (2004) 3, pp. 563-596
Persistent link: https://www.econbiz.de/10002068275
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A Markovian local resampling scheme for nonparametric estimators in time series analysis
Paparoditis, Efstathios; Politis, Dimitris N. - In: Econometric theory 17 (2001) 3, pp. 540-566
Persistent link: https://www.econbiz.de/10001589016
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Spline-backfitted kernal smoothing of additive coefficient model
Liu, Rong; Yang, Lijian; Wang, Hui - In: Econometric theory 26 (2010) 1, pp. 29-59
Persistent link: https://www.econbiz.de/10003968457
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Semiparametric efficiency bound in time-series models for conditional quantiles
Komunjer, Ivana; Vuong, Quang H. - In: Econometric theory 26 (2010) 2, pp. 383-405
Persistent link: https://www.econbiz.de/10003968595
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Asymptotics of spectral density estimates
Liu, Weidong; Wu, Wei Biao - In: Econometric theory 26 (2010) 4, pp. 1218-1245
Persistent link: https://www.econbiz.de/10003993835
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Uniform consistency for nonparametric estimators in null recurrent time series
Gao, Jiti; Kanaya, Shin; Li, Degui; Tjostheim, Dag - In: Econometric theory 31 (2015) 5, pp. 911-952
Persistent link: https://www.econbiz.de/10011545492
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Estimation and inference for varying-coefficient models with nonstationary regressors using penalized splines
Chen, Haiqiang; Fang, Ying; Li, Yingxing - In: Econometric theory 31 (2015) 4, pp. 753-777
Persistent link: https://www.econbiz.de/10011341928
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Let's get lade : robust estimation of semiparametric multiplicative volatility models
Koo, Bonsoo; Linton, Oliver - In: Econometric theory 31 (2015) 4, pp. 671-702
Persistent link: https://www.econbiz.de/10011341932
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Asymptotic theory for spectral density estimates of general multivariate time series
Wu, Wei Biao; Zaffaroni, Paolo - In: Econometric theory 34 (2018) 1, pp. 1-22
Persistent link: https://www.econbiz.de/10011950919