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Finite-sample distribution-free inference in linear median regressions under heteroscedasticity and non-linear dependence of unknown form
Coudin, Elise; Dufour, Jean-Marie - In: The econometrics journal 12 (2009), pp. 19-49
Persistent link: https://www.econbiz.de/10003876273
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Likelihood estimation of Lévy-driven stochastic volatility models through realized variance measures
Veraart, Almut E. D. - In: The econometrics journal 14 (2011) 2, pp. 204-240
Persistent link: https://www.econbiz.de/10009381879
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Estimating spot volatility under infinite variation jumps with dependent market microstructure noise
Liu, Qiang; Liu, Zhi - In: The econometrics journal 27 (2024) 2, pp. 278-298
Persistent link: https://www.econbiz.de/10015046377
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Semi-parametric inference on Gini indices of two semi-continuous populations under density ratio models
Yuan, Meng; Li, Pengfei; Wu, Changbao - In: The econometrics journal 26 (2023) 2, pp. 174-188
Persistent link: https://www.econbiz.de/10014319288
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Semiparametric competing risks analysis
Canals-Cerdá, José; Gurmu, Shiferaw - In: The econometrics journal 10 (2007) 2, pp. 193-215
Persistent link: https://www.econbiz.de/10003559943
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Forecasting with difference-stationary and trend-stationary models
Clements, Michael P.; Hendry, David F. - In: The econometrics journal 4 (2001) 1, pp. S1-S19
Persistent link: https://www.econbiz.de/10001612231
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Non-stationary non-parametric volatility model
Han, Heejoon; Zhang, Shen - In: The econometrics journal 15 (2012) 2, pp. 204-225
Persistent link: https://www.econbiz.de/10009614928
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Semi-parametric analysis of efficiency and productivity using Gaussian processes
Emvalomatis, Grigorios - In: The econometrics journal 23 (2020) 1, pp. 48-67
Persistent link: https://www.econbiz.de/10012166807
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Minimum distance estimation of stationary and non-stationary ARFIMA processes
Mayoral, Laura - In: The econometrics journal 10 (2007) 1, pp. 124-148
Persistent link: https://www.econbiz.de/10003451751
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A class of indirect inference estimators : higher-order asymptotics and approximate bias correction
Arvanitis, Stelios; Dēmos, Antōnēs A. - In: The econometrics journal 18 (2015) 2, pp. 200-241
Persistent link: https://www.econbiz.de/10011378482