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~type_genre:"Aufsatz in Zeitschrift"
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Econometric theory
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ECONIS (ZBW)
45
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1
Nonparametric inference of discretely sampled stable Lévy processes
Zhao, Zhibiao
;
Wu, Wei Biao
- In:
Journal of econometrics
153
(
2009
)
1
,
pp. 83-92
Persistent link: https://www.econbiz.de/10003892656
Saved in:
2
Asymptotics of spectral density estimates
Liu, Weidong
;
Wu, Wei Biao
- In:
Econometric theory
26
(
2010
)
4
,
pp. 1218-1245
Persistent link: https://www.econbiz.de/10003993835
Saved in:
3
Kernel conditional quantile estimation for stationary processes with application to conditional value-at-risk
Wu, Wei Biao
;
Yu, Keming
;
Mitra, Gautam
- In:
Journal of financial econometrics : official journal of …
6
(
2008
)
2
,
pp. 253-270
Persistent link: https://www.econbiz.de/10003687936
Saved in:
4
Local whittle estimation of fractional integration for nonlinear processes
Shao, Xiaofeng
;
Wu, Wei Biao
- In:
Econometric theory
23
(
2007
)
5
,
pp. 899-929
Persistent link: https://www.econbiz.de/10003549669
Saved in:
5
A limit theorem for quadratic forms and its applications
Wu, Wei Biao
;
Shao, Xiaofeng
- In:
Econometric theory
23
(
2007
)
5
,
pp. 930-951
Persistent link: https://www.econbiz.de/10003549673
Saved in:
6
Parametric specification test for nonlinear autoregressive models
Kim, Kun Ho
;
Zhang, Ting
;
Wu, Wei Biao
- In:
Econometric theory
31
(
2015
)
5
,
pp. 1078-1101
Persistent link: https://www.econbiz.de/10011545520
Saved in:
7
Dynamic semiparametric factor model with structural breaks
Chen, Likai
;
Wang, Weining
;
Wu, Wei Biao
- In:
Journal of business & economic statistics : JBES ; a …
39
(
2021
)
3
,
pp. 757-771
Persistent link: https://www.econbiz.de/10012587979
Saved in:
8
Estimation of nonstationary nonparametric regression model with multiplicative structure
Chen, Likai
;
Smetanina, Ekaterina
;
Wu, Wei Biao
- In:
The econometrics journal
25
(
2022
)
1
,
pp. 176-214
Persistent link: https://www.econbiz.de/10012878905
Saved in:
9
Asymptotic theory for spectral density estimates of general multivariate time series
Wu, Wei Biao
;
Zaffaroni, Paolo
- In:
Econometric theory
34
(
2018
)
1
,
pp. 1-22
Persistent link: https://www.econbiz.de/10011950919
Saved in:
10
Simultaneous inference for time-varying models
Karmakar, Sayar
;
Richter, Stefan
;
Wu, Wei Biao
- In:
Journal of econometrics
227
(
2022
)
2
,
pp. 408-428
Persistent link: https://www.econbiz.de/10013442109
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