Narrow search
Showing 1 - 10 of 14
Cover Image
Chi-squared tests for evaluation and comparison of asset pricing models
Gospodinov, Nikolaj; Kan, Raymond; Robotti, Cesare - In: Journal of econometrics 173 (2013) 1, pp. 108-125
Persistent link: https://www.econbiz.de/10009719628
Cover Image
Chi-squared tests for evaluation and comparison of asset pricing models
Gospodinov, Nikolay; Kan, Raymond; Robotti, Cesare - In: Journal of econometrics 173 (2013) 1, pp. 108-125
Persistent link: https://www.econbiz.de/10010069897
Cover Image
Asymptotic and bootstrap tests for linearity in a TAR-GARCH(1,1) model with a unit root
Gospodinov, Nikolaj - In: Journal of econometrics 146 (2008) 1, pp. 146-161
Persistent link: https://www.econbiz.de/10003778271
Cover Image
Median unbiased forecasts for highly persistent autoregressive processes
Gospodinov, Nikolaj - In: Journal of econometrics 111 (2002) 1, pp. 85-101
Persistent link: https://www.econbiz.de/10001703563
Cover Image
On the distribution of the sample autocorrelation coefficients
Kan, Raymond; Wang, Xiaolu - In: Journal of econometrics 154 (2010) 2, pp. 101-121
Persistent link: https://www.econbiz.de/10003940080
Cover Image
Short and long run causality measures: Theory and inference
Kan, Raymond; Wang, Xiaolu - In: Journal of econometrics 154 (2010) 1, pp. 42-59
Persistent link: https://www.econbiz.de/10008350273
Cover Image
On the distribution of the sample autocorrelation coefficients
Kan, Raymond; Wang, Xiaolu - In: Journal of econometrics 154 (2010) 2, pp. 101-122
Persistent link: https://www.econbiz.de/10008881849
Cover Image
Local GMM estimation of time series models with conditional moment restrictions
Gospodinov, Nikolaj; Otsu, Taisuke - In: Journal of econometrics 170 (2012) 2, pp. 476-490
Persistent link: https://www.econbiz.de/10009686775
Cover Image
Generalized aggregation of misspecified models : with an application to asset pricing
Gospodinov, Nikolaj; Maasoumi, Esfandiar - In: Journal of econometrics 222 (2021) 1,2, pp. 451-467
Persistent link: https://www.econbiz.de/10012619705
Cover Image
Simulated minimum distance estimation of dynamic models with errors-in-variables
Gospodinov, Nikolaj; Komunjer, Ivana; Ng, Serena - In: Journal of econometrics 200 (2017) 2, pp. 181-193
Persistent link: https://www.econbiz.de/10011917176