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A versatile and robust metric entropy test of time-reversibility, and other hypotheses
Racine, Jeffrey; Maasoumi, Esfandiar - In: Journal of econometrics 138 (2007) 2, pp. 547-567
Persistent link: https://www.econbiz.de/10003464306
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A simple approach to the parametric estimation of potentially nonstationary diffusions
Bandi, Federico M.; Phillips, Peter C. B. - In: Journal of econometrics 137 (2007) 2, pp. 354-395
Persistent link: https://www.econbiz.de/10003441769
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Local multiplicative bias correction for asymmetric kernel density estimators
Hagmann, Matthias; Scaillet, Olivier - In: Journal of econometrics 141 (2007) 1, pp. 213-249
Persistent link: https://www.econbiz.de/10003571280
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Semi-nonparametric estimation and misspecification testing of diffusion models
Kristensen, Dennis - In: Journal of econometrics 164 (2011) 2, pp. 382-403
Persistent link: https://www.econbiz.de/10009301897
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Specification testing for regression models with dependent data
Hidalgo, Javier - In: Journal of econometrics 143 (2008) 1, pp. 143-165
Persistent link: https://www.econbiz.de/10003722596
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Yield curve estimation by kernel smoothing methods
Linton, Oliver (contributor) - In: Journal of econometrics 105 (2001) 1, pp. 185-223
Persistent link: https://www.econbiz.de/10001617163
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Goodness-of-fit tests for kernel regression with an application to option implied volatilities
Aït-Sahalia, Yacine; Bickel, Peter J.; Stoker, Thomas … - In: Journal of econometrics 105 (2001) 2, pp. 363-412
Persistent link: https://www.econbiz.de/10001633671
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Higher-order kernel semiparametric M-estimation of long memory
Robinson, Peter M.; Henry, Marc - In: Journal of econometrics 114 (2003) 1, pp. 1-27
Persistent link: https://www.econbiz.de/10001738912
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Kernel-based nonlinear canonical analysis and time reversibility
Darolles, Serge; Florens, Jean-Pierre; Gouriéroux, … - In: Journal of econometrics 119 (2004) 2, pp. 323-353
Persistent link: https://www.econbiz.de/10001956316
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Local nonlinear least squares : using parametric information in nonparametric regression
Gozalo, Pedro L.; Linton, Oliver - In: Journal of econometrics 99 (2000) 1, pp. 63-106
Persistent link: https://www.econbiz.de/10001504430