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Optimal uniform convergence rates and asymptotic normality for series estimators under weak dependence and weak conditions

Chen, Xiaohong; Christensen, Timothy M. - In: Journal of econometrics 188 (2015) 2, pp. 447-465

Persistent link: https://www.econbiz.de/10011503628

Testing error serial correlation in fixed effects nonparametric panel data models

Green, Carl; Long, Wei; Hsiao, Cheng - In: Journal of econometrics 188 (2015) 2, pp. 466-473

Persistent link: https://www.econbiz.de/10011503631

Spectral density and spectral distribution inference for long memory time series via fixed-b asymptotics

McElroy, Tucker; Politis, Dimitris N. - In: Journal of econometrics 182 (2014) 1, pp. 211-225

Persistent link: https://www.econbiz.de/10010497087

Testing conditional independence via empirical likelihood

Su, Liangjun; White, Halbert - In: Journal of econometrics 182 (2014) 1, pp. 27-44

Persistent link: https://www.econbiz.de/10010497148

Testing for separability in structural equations

Lu, Xun; White, Halbert - In: Journal of econometrics 182 (2014) 1, pp. 14-26

Persistent link: https://www.econbiz.de/10010497150

Habits die hard : implications for bond and stock markets internationally

Nitschka, Thomas; Satkurunathan, Shajivan - 2021

This paper assesses whether the global fall in inflation expectations together with increased fear of recession, the economic mechanism that drives asset prices in a model with consumption habits, help to explain the downward trajectory in nominal government bond yields and the stock price...

Persistent link: https://www.econbiz.de/10013327990