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Nonparametric fixed effects model for panel data with locally stationary regressors
Pei, Youquan; Huang, Tao; You, Jinhong - In: Journal of econometrics 202 (2018) 2, pp. 286-305
Persistent link: https://www.econbiz.de/10011974572
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Wavelet analysis of change-points in a non-parametric regression with heteroscedastic variance
Zhou, Yong; Wan, Alan T. K.; Xie, Shangyu; Wang, Xiaojing - In: Journal of econometrics 159 (2010) 1, pp. 183-201
Persistent link: https://www.econbiz.de/10008839929
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Nonparametric estimation of structural change points in volatility models for time series
Chen, Gong-meng; Choi, Yoon K.; Zhou, Yong - In: Journal of econometrics 126 (2005) 1, pp. 79-114
Persistent link: https://www.econbiz.de/10002538638
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A semiparametric efficiency bound of a disequilibrium model without observed regime
Ai, Chunrong - In: Journal of econometrics 62 (1994) 2, pp. 143-163
Persistent link: https://www.econbiz.de/10001162305
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Detections of changes in return by a wavelet smoother with conditional heteroscedastic volatility
Chen, Gong-meng; Choi, Yoon K.; Zhou, Yong - In: Journal of econometrics 143 (2008) 2, pp. 227-262
Persistent link: https://www.econbiz.de/10003722600
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Volatility analysis with realized GARCH-Itô models
Song, Xinyu; Kim, Donggyu; Yuan, Huiling; Cui, Xiangyu; … - In: Journal of econometrics 222 (2021) 1,2, pp. 393-410
Persistent link: https://www.econbiz.de/10012619433
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Nonparametric estimation of structural change points in volatility models for time series
Chen, Gongmeng; Choi, Yoon K.; Zhou, Yong - In: Journal of econometrics 126 (2005) 1, pp. 79-114
Persistent link: https://www.econbiz.de/10006749128
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Wavelet analysis of change-points in a non-parametric regression with heteroscedastic variance
Zhou, Yong; Wan, Alan T.K.; Xie, Shangyu; Wang, Xiaojing - In: Journal of econometrics 159 (2010) 1, pp. 183-202
Persistent link: https://www.econbiz.de/10008455129
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Detections of changes in return by a wavelet smoother with conditional heteroscedastic volatility
Chen, Gongmeng; Choi, Yoon K.; Zhou, Yong - In: Journal of econometrics 143 (2008) 2, pp. 227-262
Persistent link: https://www.econbiz.de/10007910773
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Estimation of possibly misspecified semiparametric conditional moment restriction models with different conditioning variables
Ai, Chunrong; Chen, Xiaohong - In: Journal of econometrics 141 (2007) 1, pp. 5-43
Persistent link: https://www.econbiz.de/10003571247