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ROBUST COVARIANCE MATRIX ESTIMATION: HAC ESTIMATES WITH LONG MEMORY/ANTIPERSISTENCE CORRECTION.
- Published in:
- Econometric Theory, 2005, v. 21, n. 1, p. 171, doi. 10.1017/S0266466605050115
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- Article
DENIS SARGAN: SOME PERSPECTIVES.
- Published in:
- Econometric Theory, 2003, v. 19, n. 3, p. 481, doi. 10.1017/S0266466603193073
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- Article
FINITE SAMPLE IMPROVEMENTS IN STATISTICAL INFERENCE WITH I(1) PROCESSES.
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- Journal of Applied Econometrics, 2001, v. 16, n. 3, p. 431, doi. 10.1002/jae.613
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- Article
LONG AND SHORT MEMORY CONDITIONAL HETEROSKEDASTICITY IN ESTIMATING THE MEMORY PARAMETER OF LEVELS.
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- Econometric Theory, 1999, v. 15, n. 3, p. 299, doi. 10.1017/s0266466699153027
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- Article
INFERENCE-WITHOUT-SMOOTHING IN THE PRESENCE OF NONPARAMETRIC AUTOCORRELATION.
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- Econometrica, 1998, v. 66, n. 5, p. 1163, doi. 10.2307/2999633
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- Article
THE NORMAL APPROXIMATION FOR SEMIPARAMETRIC AVERAGED DERIVATIVES.
- Published in:
- Econometrica, 1995, v. 63, n. 3, p. 667, doi. 10.2307/2171912
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- Article
HIGHLY INSIGNIFICANT F-RATIOS.
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- Econometrica, 1993, v. 61, n. 3, p. 687, doi. 10.2307/2951723
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- Article
AUTOMATIC FREQUENCY DOMAIN INFERENCE ON SEMIPARAMETRIC AND NONPARAMETRIC MODELS.
- Published in:
- Econometrica, 1991, v. 59, n. 5, p. 1329, doi. 10.2307/2938370
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- Publication type:
- Article
BEST NONLINEAR THREE-STAGE LEAST SQUARES ESTIMATION OF CERTAIN ECONOMETRIC MODELS.
- Published in:
- Econometrica, 1991, v. 59, n. 3, p. 755, doi. 10.2307/2938227
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- Article
Consistent Nonparametric Entropy-Based Testing.
- Published in:
- Review of Economic Studies, 1991, v. 58, n. 3, p. 437, doi. 10.2307/2298005
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- Article
ROOT-N-CONSISTENT SEMIPARAMETIC REGRESSION.
- Published in:
- Econometrica, 1988, v. 56, n. 4, p. 931, doi. 10.2307/1912705
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- Article
THE STOCHASTIC DIFFERENCE BETWEEN ECONOMETRIC STATISTICS.
- Published in:
- Econometrica, 1988, v. 56, n. 3, p. 531, doi. 10.2307/1911699
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- Publication type:
- Article
USING GAUSSIAN ESTIMATORS ROBUSTLY.
- Published in:
- Oxford Bulletin of Economics & Statistics, 1988, v. 50, n. 1, p. 97, doi. 10.1111/j.1468-0084.1988.mp50001008.x
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- Article
SEMIPARAMETRIC ECONOMETRICS: A SURVEY.
- Published in:
- Journal of Applied Econometrics, 1988, v. 3, n. 1, p. 35, doi. 10.1002/jae.3950030103
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- Article
Asymptotic Expansions for General Statistical Models (Book Review).
- Published in:
- 1987
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- Book Review
Convergence of Stochastic Processes.
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- 1985
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- Publication type:
- Book Review
TESTS FOR SERIAL DEFENDENCE IN LIMITED DEPENDENT VARIABLE MODELS.
- Published in:
- International Economic Review, 1985, v. 26, n. 3, p. 629, doi. 10.2307/2526708
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- Article
EFFICIENT ESTIMATION OF A DYNAMIC ERROR-SHOCK MODEL.
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- International Economic Review, 1978, v. 19, n. 2, p. 467, doi. 10.2307/2526313
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- Article
THE ESTIMATION OF LINEAR DIFFERENTIAL EQUATIONS WITH CONSTANT COEFFICIENTS.
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- Econometrica, 1976, v. 44, n. 4, p. 751, doi. 10.2307/1913441
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- Article
INSTRUMENTAL VARIABLES ESTIMATION OF DIFFERENTIAL EQUATIONS.
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- Econometrica, 1976, v. 44, n. 4, p. 765, doi. 10.2307/1913442
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- Article
IDENTIFICATION, ESTIMATION AND LARGE-SAMPLE THEORY FOR REGRESSIONS CONTAINING UNOBSERVABLE VARIABLES.
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- International Economic Review, 1974, v. 15, n. 3, p. 680, doi. 10.2307/2525734
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- Article