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Testing for smooth structural changes in time series models via nonparametric regression
Chen, Bin; Hong, Yongmiao - In: Econometrica : journal of the Econometric Society, an … 80 (2012) 3, pp. 1157-1183
Persistent link: https://www.econbiz.de/10009629017
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Band spectral regression with trending data
Corbae, Dean; Ouliaris, Sam; Phillips, Peter C. B. - In: Econometrica : journal of the Econometric Society, an … 70 (2002) 3, pp. 1067-1109
Persistent link: https://www.econbiz.de/10001688017
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Local partitioned regression
Christopeit, Norbert; Hoderlein, Stefan G. N. - In: Econometrica : journal of the Econometric Society, an … 74 (2006) 3, pp. 787-818
Persistent link: https://www.econbiz.de/10003329591
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Asymptotic distribution theory for nonparametric entropy measures of serial dependence
Hong, Yongmiao; White, Halbert - In: Econometrica : journal of the Econometric Society, an … 73 (2005) 3, pp. 837-901
Persistent link: https://www.econbiz.de/10002876743
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Jump regressions
Li, Jia; Todorov, Viktor; Tauchen, George Eugene - In: Econometrica : journal of the Econometric Society, an … 85 (2017) 1, pp. 173-195
Persistent link: https://www.econbiz.de/10011738476
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Inference on counterfactual distributions
Chernozhukov, Victor; Fernández-Val, Iván; Melly, Blaise - In: Econometrica : journal of the Econometric Society, an … 81 (2013) 6, pp. 2205-2268
Persistent link: https://www.econbiz.de/10010237411
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A bias reduced log-periodogram regression estimator for the long-memory parameter
Andrews, Donald W. K.; Guggenberger, Patrik - In: Econometrica : journal of the Econometric Society, an … 71 (2003) 2, pp. 675-712
Persistent link: https://www.econbiz.de/10001750449
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Inference on regressions with interval data on a regressor or outcom
Manski, Charles F.; Tamer, Elie T. - In: Econometrica : journal of the Econometric Society, an … 70 (2002) 2, pp. 519-546
Persistent link: https://www.econbiz.de/10001660103
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Nonparametric censored and truncated regression
Lewbel, Arthur; Linton, Oliver - In: Econometrica : journal of the Econometric Society, an … 70 (2002) 2, pp. 765-779
Persistent link: https://www.econbiz.de/10001661278
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Nonparametric estimation of a generalized additive model with an unknown link function
Horowitz, Joel - In: Econometrica : journal of the Econometric Society, an … 69 (2001) 2, pp. 499-513
Persistent link: https://www.econbiz.de/10001566257