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On the least squares estimation of multiple-regime threshold autoregressive models
Li, Dong - In: Journal of econometrics 167 (2012) 1, pp. 240-253
Persistent link: https://www.econbiz.de/10009551421
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Least squares infernce on integrated volatility and the relationship between efficient prices and noise
Nolte, Ingmar; Voev, Valeri - In: Journal of business & economic statistics : JBES ; a … 30 (2012) 1, pp. 94-108
Persistent link: https://www.econbiz.de/10009558954
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Predictive regression with order-p autoregressive predictors
Amihud, Yakov; Hurvich, Clifford M.; Wang, Yi - In: Journal of empirical finance 17 (2010) 3, pp. 513-525
Persistent link: https://www.econbiz.de/10009267284
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Estimation of nonlinear error correction models
Seo, Myung Hwan - In: Econometric theory 27 (2011) 2, pp. 201-234
Persistent link: https://www.econbiz.de/10009310816
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Simultaneous specification testing of mean and variance structures in nonlinear time series regression
Chen, Song Xi; Gao, Jiti - In: Econometric theory 27 (2011) 4, pp. 792-843
Persistent link: https://www.econbiz.de/10009311732
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Least square regression methods for Bermudan derivatives and systems of functions
Kusuoka, Shigeo; Morimoto, Yusuke - In: Advances in mathematical economics 19 (2015), pp. 57-89
Persistent link: https://www.econbiz.de/10010519532
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Consistency of the least squares estimator in threshold regression with endogeneity
Yu, Ping - In: Economics letters 131 (2015), pp. 41-46
Persistent link: https://www.econbiz.de/10011422546
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The asymptotic behaviour of the residual sum of squares in models with multiple break points
Hall, Alastair R.; Osborn, Denise R.; Sakkas, Nikolaos - 2015
Persistent link: https://www.econbiz.de/10010531165
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On the relationship between estimate and its t value
Matsuoka, Yuji; Hamori, Shigeyuki - In: Theoretical economics letters 5 (2015) 1, pp. 1-3
Persistent link: https://www.econbiz.de/10010531978
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Corporate failure : a non parametric method
Sami, Ben Jabeur - In: International journal of finance & banking studies : JJFBS 2 (2013) 3, pp. 103-110
Persistent link: https://www.econbiz.de/10010532334