J. Duffy

List of research outcomes

This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon!

Publication	Date of Publication	Type
Cointegration with occasionally binding constraints Journal of Econometrics	2025-12-04	Paper
The Local to Unity Dynamic Tobit Model	2022-10-05	Paper
The impact of integrated measurement errors on modeling long-run macroeconomic time series Econometric Reviews	2022-06-08	Paper
Estimation and inference in the presence of fractional \(d=1/2\) and weakly nonstationary processes The Annals of Statistics	2021-07-05	Paper
Asymptotic theory for kernel estimators under moderate deviations from a unit root, with an application to the asymptotic size of nonparametric tests Econometric Theory	2020-08-26	Paper
Generalized indirect inference for discrete choice models Journal of Econometrics	2018-05-31	Paper
Uniform convergence rates over maximal domains in structural nonparametric cointegrating regression Econometric Theory	2017-10-25	Paper
A uniform law for convergence to the local times of linear fractional stable motions The Annals of Applied Probability	2016-03-11	Paper
A uniform law for convergence to the local times of linear fractional stable motions The Annals of Applied Probability	2016-03-11	Paper
Approximating and simulating the stochastic growth model: Parameterized expectations, neural networks, and the genetic algorithm Journal of Economic Dynamics and Control	2001-08-20	Paper

Research outcomes over time

This page was built for person: J. Duffy