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- Cited by 4
REPRESENTATION AND WEAK CONVERGENCE OF STOCHASTIC INTEGRALS WITH FRACTIONAL INTEGRATOR PROCESSES
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- Published online by Cambridge University Press:
- 01 December 2009, pp. 1589-1624
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IN-SAMPLE ASYMPTOTICS AND ACROSS-SAMPLE EFFICIENCY GAINS FOR HIGH FREQUENCY DATA STATISTICS
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- Published online by Cambridge University Press:
- 23 July 2021, pp. 70-106
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OPTIMAL VERSUS ROBUST INFERENCE IN NEARLY INTEGRATED NON-GAUSSIAN MODELS
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- Published online by Cambridge University Press:
- 05 March 2004, pp. 23-55
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Bayesian Encompassing Tests of a Unit Root Hypothesis
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- Published online by Cambridge University Press:
- 11 February 2009, pp. 747-763
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PARAMETRIC SPECIFICATION TEST FOR NONLINEAR AUTOREGRESSIVE MODELS
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- Published online by Cambridge University Press:
- 02 October 2014, pp. 1078-1101
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HIGHER ORDER ASYMPTOTIC THEORY FOR MINIMUM CONTRAST ESTIMATORS OF SPECTRAL PARAMETERS OF STATIONARY PROCESSES
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- 24 September 2003, pp. 984-1007
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A JACKKNIFE LAGRANGE MULTIPLIER TEST WITH MANY WEAK INSTRUMENTS
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- Published online by Cambridge University Press:
- 11 November 2022, pp. 447-470
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The Exact Bias of Wald's Estimation
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- 11 February 2009, p. 162
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MEASUREMENT ERRORS AND CENSORED STRUCTURAL LATENT VARIABLES MODELS
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- Published online by Cambridge University Press:
- 25 November 2011, pp. 696-703
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COMPLEMENTARITY AND IDENTIFICATION
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- Published online by Cambridge University Press:
- 20 September 2016, pp. 1154-1185
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THE DEVELOPMENT OF ECONOMETRICS AT LSE IN THE LAST 30 YEARS
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- 20 March 2003, pp. 429-438
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ESTIMATION OF EXCESS RETURNS FROM DERIVATIVE PRICES AND TESTING FOR RISK NEUTRAL PRICING
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- 27 July 2001, pp. 785-819
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The Identifiability of the Mixed Proportional Hazards Model with Time-Varying Coefficients
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- 11 February 2009, pp. 733-738
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Advanced EconometricsByTakeshi Amemiya, Harvard University Press, 1986
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- 11 February 2009, pp. 153-158
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SIMULTANEOUS EQUATIONS MODELS WITH HIGHER-ORDER SPATIAL OR SOCIAL NETWORK INTERACTIONS
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- Published online by Cambridge University Press:
- 28 March 2022, pp. 1154-1201
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TAIL BEHAVIOR OF STOPPED LÉVY PROCESSES WITH MARKOV MODULATION
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- 13 July 2021, pp. 986-1013
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A Kronecker Matrix Inequality with a Statistical Application
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- 11 February 2009, pp. 654-655
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THE JOINT MOMENT GENERATING FUNCTION OF QUADRATIC FORMS IN MULTIVARIATE AUTOREGRESSIVE SERIES: The Case with Deterministic Components
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- 07 February 2001, pp. 222-246
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LINEARIZATION OF RANDOMLY WEIGHTED EMPIRICALS UNDER LONG RANGE DEPENDENCE WITH APPLICATIONS TO NONLINEAR REGRESSION QUANTILES
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- 01 June 2000, pp. 301-323
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LOCALIZED MODEL SELECTION FOR REGRESSION
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- Published online by Cambridge University Press:
- 15 January 2008, pp. 472-492
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