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Estimation of nonstationary nonparametric regression model with multiplicative structure
Chen, Likai
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Smetanina, Ekaterina
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Wu, Wei Biao
- In:
The econometrics journal
25
(
2022
)
1
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pp. 176-214
Persistent link: https://www.econbiz.de/10012878905
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Testing for parameter change epochs in GARCH time series
Richter, Stefan
;
Wang, Weining
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Wu, Wei Biao
- In:
The econometrics journal
26
(
2023
)
3
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pp. 467-491
Persistent link: https://www.econbiz.de/10014391712
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