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Asymptotic analysis of the squared estimation error in misspecified factor models
Onatski, Alexei - In: Journal of econometrics 186 (2015) 2, pp. 388-406
Persistent link: https://www.econbiz.de/10011349455
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Asymptotics of the principal components estimator of large factor models with weakly influential factors
Onatski, Alexei - In: Journal of econometrics 168 (2012) 2, pp. 244-258
Persistent link: https://www.econbiz.de/10009612743
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Extreme canonical correlations and high-dimensional cointegration analysis
Onatski, Alexei; Wang, Chen - In: Journal of econometrics 212 (2019) 1, pp. 307-322
Persistent link: https://www.econbiz.de/10012303946
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Asymptotics of the principal components estimator of large factor models with weakly influential factors
Onatski, Alexei - In: Journal of econometrics 168 (2012) 2, pp. 244-259
Persistent link: https://www.econbiz.de/10009969398
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A test of non-identifying restrictions and confidence regions for partially identified parameters
Galichon, Alfred; Henry, Marc - In: Journal of econometrics 152 (2009) 2, pp. 186-196
Persistent link: https://www.econbiz.de/10003892741
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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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Dilation bootstrap
Galichon, Alfred; Henry, Marc - In: Journal of econometrics 177 (2013) 1, pp. 109-115
Persistent link: https://www.econbiz.de/10010189869
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Dilation bootstrap
Galichon, Alfred; Henry, Marc - In: Journal of econometrics 177 (2013) 1, pp. 109-115
Persistent link: https://www.econbiz.de/10010171395
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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. 1-28
Persistent link: https://www.econbiz.de/10006763316
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A test of non-identifying restrictions and confidence regions for partially identified parameters
Galichon, Alfred; Henry, Marc - In: Journal of econometrics 152 (2009) 2, pp. 186-197
Persistent link: https://www.econbiz.de/10008883222