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A nonparametric approach to the estimation of diffusion processes, with an application to a short-term interest rate model
Jiang, George J. - In: Econometric theory 13 (1997) 5, pp. 615-645
Persistent link: https://www.econbiz.de/10001232225
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The research interests of Paul Newbold
Granger, C. W. J.; Leybourne, Stephen James - In: Econometric theory 25 (2009) 6, pp. 1460-1465
Persistent link: https://www.econbiz.de/10003904380
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Cointegrating smooth transition regressions
Saikkonen, Pentti; Choi, In - In: Econometric theory 20 (2004) 2, pp. 301-340
Persistent link: https://www.econbiz.de/10001987871
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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
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A puzzling phenomenon in semiparametric estimation problems with infinite-dimensional nuisance parameters
Hitomi, Kohtaro; Nishiyama, Yoshihiko; Okui, Ryo - In: Econometric theory 24 (2008) 6, pp. 1717-1728
Persistent link: https://www.econbiz.de/10003771893