The following pages link to Topics in Advanced Econometrics (Q4301141):
Displayed 17 items.
- A class of Rényi information estimators for multidimensional densities (Q955135) (← links)
- Variable selection in neural network regression models with dependent data: a subsampling approach (Q957121) (← links)
- Asymptotics for estimation of quantile regressions with truncated infinite-dimensional proc\-ess\-es (Q1000576) (← links)
- Kernel autocorrelogram for time-deformed processes (Q1299537) (← links)
- Nonparametric cointegration analysis (Q1362072) (← links)
- Testing the unit root with drift hypothesis against nonlinear trend stationarity, with an application to the US price level and interest rate (Q1372921) (← links)
- Maximum likelihood estimation of time-inhomogeneous diffusions. (Q1871562) (← links)
- The Bierens test under data dependence (Q1915460) (← links)
- A strong law of large numbers for triangular mixingale arrays (Q1916163) (← links)
- Modeling nonlinear time series with local mixtures of generalized linear models (Q3023645) (← links)
- A Stationarity Test in the Presence of an Unknown Number of Smooth Breaks (Q3411052) (← links)
- Myopic loss aversion and margin of safety: the risk of value investing (Q3437406) (← links)
- SEMI-NONPARAMETRIC INTERVAL-CENSORED MIXED PROPORTIONAL HAZARD MODELS: IDENTIFICATION AND CONSISTENCY RESULTS (Q3632399) (← links)
- A diagnostic statistic for functional-coefficient autoregressive models (Q4216592) (← links)
- A Review of Nonparametric Time Series Analysis (Q4361764) (← links)
- Statistical Adequacy and the Testing of Trend Versus Difference Stationarity (Q4414344) (← links)
- A test of linearity against functional coefficient autoregressive models (Q4935423) (← links)