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Valid confidence intervals in regression after variable selection
Kabaila, Paul - In: Econometric theory 14 (1998) 4, pp. 463-482
Persistent link: https://www.econbiz.de/10001248239
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Moment generating functions and further exact results for seasonal autoregressions
Pitarakis, Jean-Yves - In: Econometric theory 14 (1998) 6, pp. 770-782
Persistent link: https://www.econbiz.de/10001352158
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Spurious regression between, [Teil 1] (1), Processes with infinite variance errors
Tsay, Wen-jen - In: Econometric theory 15 (1999) 4, pp. 622-628
Persistent link: https://www.econbiz.de/10001490745
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Efficient detrending in cointegrating regression
Xiao, Zhijie; Phillips, Peter C. B. - In: Econometric theory 15 (1999) 4, pp. 519-548
Persistent link: https://www.econbiz.de/10001492212
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Asymptotics of ML estimator for regression models with a stochastic trend component
Kuo, Biing-shen - In: Econometric theory 15 (1999) 1, pp. 24-49
Persistent link: https://www.econbiz.de/10001381799
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Semiparametric estimation of a location parameter in the binary choice model
Chen, Songnian - In: Econometric theory 15 (1999) 1, pp. 79-98
Persistent link: https://www.econbiz.de/10001381812
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Analytical power comparisons of nested and nonnested tests for linear and loglinear regression models
Kobayashi, Masahito; McAleer, Michael - In: Econometric theory 15 (1999) 1, pp. 99-113
Persistent link: https://www.econbiz.de/10001381815
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Constrained smoothing splines
Rodríguez Poo, Juan Manuel - In: Econometric theory 15 (1999) 1, pp. 114-138
Persistent link: https://www.econbiz.de/10001381820
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Efficient estimation of generalized additive nonparametric regression models
Linton, Oliver - In: Econometric theory 16 (2000) 4, pp. 502-523
Persistent link: https://www.econbiz.de/10001517331
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Asymptotically efficient median regresssion in the presence of heteroskedasticity of unknown form
Zhao, Quanshui - In: Econometric theory 17 (2001) 4, pp. 765-784
Persistent link: https://www.econbiz.de/10001606794