Publication
Empirical Likelihood Estimation of Conditional Moment Restriction Models with Unknown Functions …
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PublicationOptimal Bandwith Selection in Heteroskedasticity-Autocorrelation Robust Testing …Relevance: 0.0000438741
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PublicationAsymptotics for Stationary Very Nearly Unit Root Processes …Relevance: 0.0000438741
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PublicationAdaptive Estimation of Autoregressive Models with Time-Varying Variances …Relevance: 0.0000438741
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PublicationRefined Inference on Long Memory in Realized Volatility …Relevance: 0.000043873
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PublicationIn Memory of John Denis Sargan …Relevance: 0.0000438714
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PublicationWhy Does Bad News Increase Volatility and Decrease Leverage? …Relevance: 0.000043870
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PublicationLong-Run Covariance Matrices for Fractionally Integrated Processes …Relevance: 0.0000438700
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PublicationDecomposable Choice Under Uncertainty …Relevance: 0.0000438661
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PublicationRobust Nonstationary Regression …Relevance: 0.0000438655
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PublicationBayesian Prediction: A Response …Relevance: 0.0000438655
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PublicationEstimation When a Parameter is on a Boundary …Relevance: 0.000043862
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PublicationDynamic Common Agency …Relevance: 0.000043858
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PublicationSome Empirics on Economic Growth under Heterogeneous Technology …Relevance: 0.000043858
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PublicationEfficient Detrending in Cointegrating Regression …Relevance: 0.000043856