A DATA-DRIVEN NONPARAMETRIC SPECIFICATION TEST FOR DYNAMIC REGRESSION MODELS
págs. 543-586
A NONPARAMETRIC BOOTSTRAP TEST OF CONDITIONAL DISTRIBUTIONS
págs. 587-613
A CONSISTENT NONPARAMETRIC EQUALITY TEST OF CONDITIONAL QUANTILE FUNCTIONS
págs. 614-632
ON TESTING FOR SERIAL CORRELATION WITH A WAVELET-BASED SPECTRAL DENSITY ESTIMATOR IN MULTIVARIATE TIME SERIES
págs. 633-676
LIMIT THEOREMS FOR BIPOWER VARIATION IN FINANCIAL ECONOMETRICS
págs. 677-719
A STUDY OF A SEMIPARAMETRIC BINARY CHOICE MODEL WITH INTEGRATED COVARIATES
págs. 721-742
FIXED-b ASYMPTOTICS IN SINGLE-EQUATION COINTEGRATION MODELS WITH ENDOGENOUS REGRESSORS
págs. 743-755
A GENERALIZATION OF THE BURRIDGE¿GUERRE NONPARAMETRIC UNIT ROOT TEST
págs. 756-761
THE 2003¿2005 TJALLING C. KOOPMANS ECONOMETRIC THEORY PRIZE
págs. 763-764
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