1. (WHEN) DO LONG AUTOREGRESSIONS ACCOUNT FOR NEGLECTED CHANGES IN PARAMETERS?. (13th July 2015) Authors: Demetrescu, Matei; Hassler, Uwe Journal: Econometric theory Issue: Volume 32:Number 6(2016:Dec.) Page Start: 1317 Record Type: Journal Article View Content: Available online (eLD content is only available in our Reading Rooms) ↗
2. A CONSISTENT NONPARAMETRIC TEST ON SEMIPARAMETRIC SMOOTH COEFFICIENT MODELS WITH INTEGRATED TIME SERIES. (24th February 2015) Authors: Sun, Yiguo; Cai, Zongwu; Li, Qi Journal: Econometric theory Issue: Volume 32:Number 4(2016:Aug.) Page Start: 988 Record Type: Journal Article View Content: Available online (eLD content is only available in our Reading Rooms) ↗
3. A CROSS-SECTIONAL METHOD FOR RIGHT-TAILED PANIC TESTS UNDER A MODERATELY LOCAL TO UNITY FRAMEWORK. (15th April 2023) Authors: Yamamoto, Yohei; Horie, Tetsushi Journal: Econometric theory Issue: Volume 39:Number 2(2023) Page Start: 389 Record Type: Journal Article View Content: Available online (eLD content is only available in our Reading Rooms) ↗
4. A FLEXIBLE NONPARAMETRIC TEST FOR CONDITIONAL INDEPENDENCE. (2nd September 2015) Authors: Huang, Meng; Sun, Yixiao; White, Halbert Journal: Econometric theory Issue: Volume 32:Number 6(2016:Dec.) Page Start: 1434 Record Type: Journal Article View Content: Available online (eLD content is only available in our Reading Rooms) ↗
5. A GENERAL CLASS OF NON-NESTED TEST STATISTICS FOR MODELS DEFINED THROUGH MOMENT RESTRICTIONS. (3rd April 2017) Authors: Parente, Paulo M.D.C. Journal: Econometric theory Issue: Volume 34:Number 2(2018) Page Start: 477 Record Type: Journal Article View Content: Available online (eLD content is only available in our Reading Rooms) ↗
6. A GENERAL DOUBLE ROBUSTNESS RESULT FOR ESTIMATING AVERAGE TREATMENT EFFECTS. (16th February 2017) Authors: Słoczyński, Tymon; Wooldridge, Jeffrey M. Journal: Econometric theory Issue: Volume 34:Number 1(2018) Page Start: 112 Record Type: Journal Article View Content: Available online (eLD content is only available in our Reading Rooms) ↗
7. A HIDDEN MARKOV MODEL FOR THE DETECTION OF PURE AND MIXED STRATEGY PLAY IN GAMES. (24th October 2014) Authors: Shachat, Jason; Swarthout, J. Todd; Wei, Lijia Journal: Econometric theory Issue: Volume 31:Number 4(2015:Aug.) Page Start: 729 Record Type: Journal Article View Content: Available online (eLD content is only available in our Reading Rooms) ↗
8. A LOCAL GAUSSIAN BOOTSTRAP METHOD FOR REALIZED VOLATILITY AND REALIZED BETA. (25th April 2018) Authors: Hounyo, Ulrich Journal: Econometric theory Issue: Volume 35:Number 2(2019) Page Start: 360 Record Type: Journal Article View Content: Available online (eLD content is only available in our Reading Rooms) ↗
9. A MAX-CORRELATION WHITE NOISE TEST FOR WEAKLY DEPENDENT TIME SERIES. (12th October 2020) Authors: Hill, Jonathan B.; Motegi, Kaiji Journal: Econometric theory Issue: Volume 36:Number 5(2020) Page Start: 907 Record Type: Journal Article View Content: Available online (eLD content is only available in our Reading Rooms) ↗
10. A MULTIPLEX INTERDEPENDENT DURATIONS MODEL. (9th December 2021) Authors: Lin, Zhongjian; Liu, Ruixuan Journal: Econometric theory Issue: Volume 37:Number 6(2021) Page Start: 1238 Record Type: Journal Article View Content: Available online (eLD content is only available in our Reading Rooms) ↗