Asymptotic theory for estimating drift parameters in the fractional Vasicek model
来源期刊:Econometric TheoryDOI:10.1017/S0266466618000051
PROPERTIES OF DOUBLY ROBUST ESTIMATORS WHEN NUISANCE FUNCTIONS ARE ESTIMATED NONPARAMETRICALLY
来源期刊:Econometric TheoryDOI:10.1017/S0266466618000385
Representation of I(1) and I(2) autoregressive Hilbertian processes
来源期刊:Econometric TheoryDOI:10.1017/S0266466619000276
INFERENCE AFTER MODEL AVERAGING IN LINEAR REGRESSION MODELS
来源期刊:Econometric TheoryDOI:10.1017/S0266466618000269
Testing Generalized Regression Monotonicity
来源期刊:Econometric TheoryDOI:10.1017/S0266466618000439
Specification Testing in Nonparametric Instrumental Quantile Regression
来源期刊:Econometric TheoryDOI:10.1017/S0266466619000288
Cointegration in functional autoregressive processes
来源期刊:Econometric TheoryDOI:10.1017/S0266466619000306
A LOCAL GAUSSIAN BOOTSTRAP METHOD FOR REALIZED VOLATILITY AND REALIZED BETA
来源期刊:Econometric TheoryDOI:10.1017/S0266466618000129
Asymptotically Efficient Model Selection For Panel Data Forecasting
来源期刊:Econometric TheoryDOI:10.1017/S0266466618000294
Estimation Of Spatial Autoregressions With Stochastic Weight Matrices
来源期刊:Econometric TheoryDOI:10.1017/S0266466618000142
A simple iterative Z-estimator for semiparametric models
来源期刊:Econometric TheoryDOI:10.1017/S0266466618000063
DETECTING FINANCIAL DATA DEPENDENCE STRUCTURE BY AVERAGING MIXTURE COPULAS
来源期刊:Econometric TheoryDOI:10.1017/S0266466618000270
Heteroskedasticity Autocorrelation Robust Inference in Time Series Regressions with Missing Data
来源期刊:Econometric TheoryDOI:10.1017/S0266466618000117
ESTIMATION OF A SEMIPARAMETRIC TRANSFORMATION MODEL IN THE PRESENCE OF ENDOGENEITY
来源期刊:Econometric TheoryDOI:10.1017/S0266466618000026
Testing Garch-X Type Models
来源期刊:Econometric TheoryDOI:10.1017/S026646661800035X
INFERENCE for OPTION PANELS in PURE-JUMP SETTINGS
来源期刊:Econometric TheoryDOI:10.1017/S0266466618000373
Boundedness Of M-Estimators For Linear Regression In Time Series
来源期刊:Econometric TheoryDOI:10.1017/S0266466618000257
COMBINING ESTIMATES OF CONDITIONAL TREATMENT EFFECTS
来源期刊:Econometric TheoryDOI:10.1017/S0266466618000397
SEMIPARAMETRIC INDEPENDENCE TESTING FOR TIME SERIES OF COUNTS AND THE ROLE OF THE SUPPORT
来源期刊:Econometric TheoryDOI:10.1017/S0266466618000403
Testing the Order of Fractional Integration of a Time Series in the Possible Presence of a Trend Break at an Unknown Point
来源期刊:Econometric TheoryDOI:10.1017/S0266466618000361
A PORTMANTEAU TEST FOR CORRELATION IN SHORT PANELS
来源期刊:Econometric TheoryDOI:10.1017/S0266466619000203
Link of moments before and after transformations, with an application to resampling from fat-tailed distributions
来源期刊:Econometric TheoryDOI:10.1017/S026646661800021X
A test for weak stationarity in the spectral domain
来源期刊:Econometric TheoryDOI:10.1017/S0266466618000191