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The asymptotic distribution of nonparametric estimates of the Lyapunov exponent for stochastic time series
Whang, Yoon-jae; Linton, Oliver - In: Journal of econometrics 91 (1999) 1, pp. 1-42
Persistent link: https://www.econbiz.de/10001382153
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Chaotic monetary dynamics with confidence
Serletis, Apostolos; Shintani, Mototsugu - In: Journal of macroeconomics 28 (2006) 1, pp. 228-252
Persistent link: https://www.econbiz.de/10003291170
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Comment on "Chaotic monetary dynamics with confidence"
Barnett, William A. (contributor);  … - 2005
Persistent link: https://www.econbiz.de/10003734993
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Specification testing for regression models with dependent data
Hidalgo, Javier - In: Journal of econometrics 143 (2008) 1, pp. 143-165
Persistent link: https://www.econbiz.de/10003722596
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Non-stationary log-periodogram regression
Valasco, Carlos - In: Journal of econometrics 91 (1999) 2, pp. 325-371
Persistent link: https://www.econbiz.de/10001382094
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Recent developments in non- and semiparametric regression with fractional time series errors
Beran, Jan; Feng, Yuanhua - 2002
This paper summarizes recent developments in non- and semiparametric regression with stationary fractional time series errors, where the error process may be short-range, long-range dependent or antipersistent. The trend function in this model is estimated nonparametrically, while the dependence...
Persistent link: https://www.econbiz.de/10011544974
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Nonparametric cointegrating regression with endoogeneity and long memory
Wang, Qiying; Phillips, Peter C. B. - In: Econometric theory 32 (2016) 2, pp. 359-401
Persistent link: https://www.econbiz.de/10011578489
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A flexible nonparametric test for conditional independence
Huang, Meng; Sun, Yixiao; White, Halbert - In: Econometric theory 32 (2016) 6, pp. 1434-1482
Persistent link: https://www.econbiz.de/10011661982
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Semi-Parametric generalized additive vector autoregressive models of spatial basis dynamics
Guney, Selin; Goodwin, Barry K.; Riquelme, Andrés - In: American journal of agricultural economics 101 (2019) 2, pp. 541-562
Persistent link: https://www.econbiz.de/10012114675
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Conditional Value-at-Risk : semiparametric estimation and inference
Wang, Chuan-Sheng; Zhao, Zhibiao - In: Journal of econometrics 195 (2016) 1, pp. 86-103
Persistent link: https://www.econbiz.de/10011705234