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A powerful test of the autoregressive unit root hypothesis based on a tuning parameter free statistic
Nielsen, Morten Ørregaard - In: Econometric theory 25 (2009) 6, pp. 1515-1544
Persistent link: https://www.econbiz.de/10003904421
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Wald tests for detecting multiple structural changes in persistence
Kejriwal, Mohitosh; Perron, Pierre; Zhou, Jing - In: Econometric theory 29 (2013) 2, pp. 289-323
Persistent link: https://www.econbiz.de/10009760008
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A robust neighborhood truncation approach to estimation of integrated quarticity
Andersen, Torben; Dobrev, Dobrislav; Schaumburg, Ernst - In: Econometric theory 30 (2014) 1, pp. 3-59
Persistent link: https://www.econbiz.de/10010399788
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Covariance-based orthogonality tests for regressors with unknown persistence
Maynard, Alex; Shimotsu, Katsumi - In: Econometric theory 25 (2009) 1, pp. 63-116
Persistent link: https://www.econbiz.de/10003816218
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Uniform convergence of series estimators over function spaces
Song, Kyungchul - In: Econometric theory 24 (2008) 6, pp. 1463-1499
Persistent link: https://www.econbiz.de/10003771779
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M-estimation in GARCH models
Mukherjee, Kanchan - In: Econometric theory 24 (2008) 6, pp. 1530-1553
Persistent link: https://www.econbiz.de/10003771782
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Specification and estimation of semiparametric multiple-index models
Donkers, Bas; Schafgans, Marcia M. A. - In: Econometric theory 24 (2008) 6, pp. 1584-1606
Persistent link: https://www.econbiz.de/10003771790
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Asymptotic properties of nonparametric frontier estimators
Horváth, Lajos; Horváth, Zsuzsanna; Zhou, Wang - In: Econometric theory 24 (2008) 6, pp. 1607-1627
Persistent link: https://www.econbiz.de/10003771886
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Adaptive density estimation for general ARCH models
Comte, Fabienne; Dedecker, J.; Taupin, M. L. - In: Econometric theory 24 (2008) 6, pp. 1628-1662
Persistent link: https://www.econbiz.de/10003771889
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Asymptotics and consistent bootstraps for DEA estimators in nonparametric frontier models
Kneip, Alois; Simar, Léopold; Wilson, Paul W. - In: Econometric theory 24 (2008) 6, pp. 1663-1697
Persistent link: https://www.econbiz.de/10003771891