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Asymptotic properties of the least squares estimator in local to unity processes with fractional Gaussian noise
Wang, Xiaohu; Xiao, Weilin; Yu, Jun - In: Essays in honor of Joon Y. Park : econometric theory, (pp. 73-95). 2023
Persistent link: https://www.econbiz.de/10014313249
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A sequential test for a unit root in monitoring a p-th order autoregressive process
Hitomi, Kohtaro; Nagai, Keiji; Nishiyama, Yoshihiko; … - In: Essays in honor of Joon Y. Park : econometric theory, (pp. 115-153). 2023
Persistent link: https://www.econbiz.de/10014313472
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Functional-coefficient cointegrating regression with endogeneity
Liang, Han-Ying; Shen, Yu; Wang, Qiying - In: Essays in honor of Joon Y. Park : econometric theory, (pp. 157-186). 2023
Persistent link: https://www.econbiz.de/10014313536
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A specification test based on convolution-type distribution function estimates for non-linear autoregressive processes
Kim, Kun Ho; Koul, Hira L.; Kim, Jiwoong - In: Essays in honor of Joon Y. Park : econometric theory, (pp. 187-206). 2023
Persistent link: https://www.econbiz.de/10014313667
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Transformation models with cointegrated and deterministically trending regressors
Lin, Yingqian; Tu, Yundong - In: Essays in honor of Joon Y. Park : econometric theory, (pp. 207-232). 2023
Persistent link: https://www.econbiz.de/10014313678
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Minimax risk in estimating kink threshold and testing continuity
Hidalgo, Javier; Lee, Heejun; Lee, Jungyoon; Seo, Myung Hwan - In: Essays in honor of Joon Y. Park : econometric theory, (pp. 233-259). 2023
Persistent link: https://www.econbiz.de/10014313688
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Semiparametric independence tests between two infinite-order cointegrated series
Bouhaddioui, Chafik; Dufour, Jean-Marie; Takano, Masaya - In: Essays in honor of Joon Y. Park : econometric theory, (pp. 263-294). 2023
Persistent link: https://www.econbiz.de/10014313737
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Inference in conditional vector error correction models with a small signal-to-noise ratio
Gospodinov, Nikolaj; Maynard, Alex; Pesavento, Elena - In: Essays in honor of Joon Y. Park : econometric theory, (pp. 295-318). 2023
Persistent link: https://www.econbiz.de/10014313744
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Some extensions of asymptotic F and t theory in nonstationary regressions
Sun, Yixiao - In: Essays in honor of Joon Y. Park : econometric theory, (pp. 319-347). 2023
Persistent link: https://www.econbiz.de/10014313748
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Non-stationary parametric single-index predictive models : simulation and empirical studies
Zhou, Ying; Kew, Hsein; Gao, Jiti - In: Essays in honor of Joon Y. Park : econometric theory, (pp. 349-365). 2023
Persistent link: https://www.econbiz.de/10014313764