Similar Search Results

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

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/10001490744

On asymptotic inference in linear cointegrated time series systems

Jeganathan, P. - In: Econometric theory 13 (1997) 5, pp. 692-745

Persistent link: https://www.econbiz.de/10001232216

On the asymptotic behavior of least-squares estimators in AR time series with roots near the unit circle

Jeganathan, P. - In: Econometric theory 7 (1991) 3, pp. 269-306

Persistent link: https://www.econbiz.de/10001118061

Limit theorems for functionals of sums that converge to fractional stable motions

Jeganathan, P. (contributor) - 2006

Persistent link: https://www.econbiz.de/10003468448

Limit theorems for functionals of sums that converge to fractional Brownian and stable motions

Jeganathan, P. (contributor) - 2008

Persistent link: https://www.econbiz.de/10003724257

Limit Theorems for Functionals of Sums that Converge to Fractional Brownian and Stable Motions

Jeganathan, P. - 2008

Persistent link: https://www.econbiz.de/10012772073

Some Aspects of Asymptotic Theory with Applications to Time Series Models

Jeganathan, P. - In: Econometric Theory 11 (1995) 05, pp. 818-887

The primary purpose of this paper is to review a very few results on some basic elements of large sample theory in a restricted <italic>structural</italic> framework, as described in detail in the recent book by LeCam and Yang (1990, <italic>Asymptotics in Statistics: Some Basic Concepts</italic>. New York: Springer), and to...

Persistent link: https://www.econbiz.de/10005250189

A note on inequalities for probabilities of large deviations of estimators in nonlinear regression models

Jeganathan, P. - In: Journal of Multivariate Analysis 30 (1989) 2, pp. 227-240

Persistent link: https://www.econbiz.de/10005152965

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