13 results
AN ASYMPTOTIC THEORY FOR JUMP DIFFUSION MODELS
-
- Journal:
- Econometric Theory , First View
- Published online by Cambridge University Press:
- 02 April 2024, pp. 1-63
-
- Article
-
- You have access
- Open access
- Export citation
ESTIMATION OF VOLATILITY FUNCTIONS IN JUMP DIFFUSIONS USING TRUNCATED BIPOWER INCREMENTS
-
- Journal:
- Econometric Theory / Volume 37 / Issue 5 / October 2021
- Published online by Cambridge University Press:
- 08 October 2020, pp. 926-958
-
- Article
- Export citation
NONSTATIONARY NONLINEARITY: A SURVEY ON PETER PHILLIPS’S CONTRIBUTIONS WITH A NEW PERSPECTIVE
-
- Journal:
- Econometric Theory / Volume 30 / Issue 4 / August 2014
- Published online by Cambridge University Press:
- 11 April 2014, pp. 894-922
-
- Article
- Export citation
Statistical Inference in Regressions with Integrated Processes: Part 2
-
- Journal:
- Econometric Theory / Volume 5 / Issue 1 / April 1989
- Published online by Cambridge University Press:
- 18 October 2010, pp. 95-131
-
- Article
- Export citation
Statistical Inference in Regressions with Integrated Processes: Part 1
-
- Journal:
- Econometric Theory / Volume 4 / Issue 3 / December 1988
- Published online by Cambridge University Press:
- 18 October 2010, pp. 468-497
-
- Article
- Export citation
Canonical Cointegrating Regression and Testing for Cointegration in the Presence of I(1) and I(2) Variables
-
- Journal:
- Econometric Theory / Volume 13 / Issue 6 / December 1997
- Published online by Cambridge University Press:
- 11 February 2009, pp. 850-876
-
- Article
- Export citation
Testing for Unit Roots in Models with Structural Change
-
- Journal:
- Econometric Theory / Volume 10 / Issue 5 / December 1994
- Published online by Cambridge University Press:
- 11 February 2009, pp. 917-936
-
- Article
- Export citation
7 - Nonstationary Nonlinearity: An Outlook for New Opportunities
-
-
- Book:
- Econometric Theory and Practice
- Published online:
- 05 June 2012
- Print publication:
- 09 January 2006, pp 178-211
-
- Chapter
- Export citation
Structure and Properties of Polysilsesquioxanes and Copolymers for Ultra-Low Dielectric Films
-
- Journal:
- MRS Online Proceedings Library Archive / Volume 766 / 2003
- Published online by Cambridge University Press:
- 01 February 2011, E6.5
- Print publication:
- 2003
-
- Article
- Export citation
AN INVARIANCE PRINCIPLE FOR SIEVE BOOTSTRAP IN TIME SERIES
-
- Journal:
- Econometric Theory / Volume 18 / Issue 2 / April 2002
- Published online by Cambridge University Press:
- 16 May 2002, pp. 469-490
-
- Article
- Export citation
Layout Pattern Density and Oxide Deposition Profile Effects on Dielectrics CMP
-
- Journal:
- MRS Online Proceedings Library Archive / Volume 671 / 2001
- Published online by Cambridge University Press:
- 18 March 2011, M5.4
- Print publication:
- 2001
-
- Article
- Export citation
COINTEGRATING REGRESSIONS WITH TIME VARYING COEFFICIENTS
-
- Journal:
- Econometric Theory / Volume 15 / Issue 5 / October 1999
- Published online by Cambridge University Press:
- 01 October 1999, pp. 664-703
-
- Article
- Export citation
ASYMPTOTICS FOR NONLINEAR TRANSFORMATIONS OF INTEGRATED TIME SERIES
-
- Journal:
- Econometric Theory / Volume 15 / Issue 3 / June 1999
- Published online by Cambridge University Press:
- 01 June 1999, pp. 269-298
-
- Article
- Export citation