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Multivariate simultaneous generalized ARCH
Engle, Robert F. - In: Econometric theory 11 (1995) 1, pp. 122-150
Persistent link: https://www.econbiz.de/10001176347
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Bootstrapping quantile regression estimators
Hahn, Jinyong - In: Econometric theory 11 (1995) 1, pp. 105-121
Persistent link: https://www.econbiz.de/10001176349
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Errors in variables and cointegration
Solo, Victor - In: Econometric theory 11 (1995) 1, pp. 60-80
Persistent link: https://www.econbiz.de/10001176352
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A statistical analysis of cointegration for I(2) variables
Johansen, Søren - In: Econometric theory 11 (1995) 1, pp. 25-59
Persistent link: https://www.econbiz.de/10001176355
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Estimation of cointegrated systems with I(2) processes
Kitamura, Yuichi - In: Econometric theory 11 (1995) 1, pp. 1-24
Persistent link: https://www.econbiz.de/10001176356
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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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Existence of unbiased estimators of the Black Scholes option price, other derivatives, and hedge ratios
Knight, John L. - In: Econometric theory 13 (1997) 6, pp. 791-807
Persistent link: https://www.econbiz.de/10001236167
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Curved exponential models in econometrics
VanGarderen, Kees Jan - In: Econometric theory 13 (1997) 6, pp. 771-790
Persistent link: https://www.econbiz.de/10001236170
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Consistent specification testing for conditional symmetry
Zheng, John Xu - In: Econometric theory 14 (1998) 1, pp. 139-149
Persistent link: https://www.econbiz.de/10001238031
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A consistent nonparametric test of parametric regression models under conditional quantile restrictions
Zheng, John Xu - In: Econometric theory 14 (1998) 1, pp. 123-138
Persistent link: https://www.econbiz.de/10001238032