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ADMISSIBLE AND NONADMISSIBLE TESTS IN UNIT-ROOT-LIKE SITUATIONS
Ploberger, Werner; Aït-Sahalia, Y.; Ahn, S.K.; … - In: Econometric theory 24 (2008) 1, pp. 15-42
Persistent link: https://www.econbiz.de/10007896795
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A NONPARAMETRIC REGRESSION ESTIMATOR THAT ADAPTS TO ERROR DISTRIBUTION OF UNKNOWN FORM
Matzner-Lober, E.; Hjort, N.L.; Hjort, N.L.; Jones, M.C.; … - In: Econometric theory 23 (2007) 3, pp. 371-413
Persistent link: https://www.econbiz.de/10007718233
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On Asymptotic Inference in Linear Cointegrated Time Series Systems
Jeganathan, P. - In: Econometric theory 13 (1997) 5, pp. 692-746
Persistent link: https://www.econbiz.de/10006996201
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Some Aspects of Asymptotic Theory with Applications to Time Series Models
Jeganathan, P. - In: Econometric theory 11 (1995) 5, pp. 818-887
Persistent link: https://www.econbiz.de/10007009745
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ARTICLES - On Asymptotic Inference in Cointegrated Time Series with Fractionally Integrated Errors
Jeganathan, P. - In: Econometric theory 15 (1999) 4, pp. 583-621
Persistent link: https://www.econbiz.de/10006987530