UB Paderborn / Katalog / Suche / in CDI

Identification and estimation of a large factor model with structural instability

Journal of econometrics, 2017-03, Vol.197 (1), p.87-100

2017

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Inference on higher-order spatial autoregressive models with increasingly many parameters

Journal of econometrics, 2015-05, Vol.186 (1), p.19-31

2015

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Series estimation under cross-sectional dependence

Journal of econometrics, 2016-01, Vol.190 (1), p.1-17

2016

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A Bayesian analysis of the multinomial probit model using marginal data augmentation

Journal of econometrics, 2005-02, Vol.124 (2), p.311-334

2005

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Quasi ML estimation of the panel AR(1) model with arbitrary initial conditions

Journal of econometrics, 2013-04, Vol.173 (2), p.175-188

Kruiniger, Hugo

2013

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Well-posedness of measurement error models for self-reported data

Journal of econometrics, 2012-06, Vol.168 (2), p.259-269

2012

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Nonparametric estimation for a class of Lévy processes

Journal of econometrics, 2010-08, Vol.157 (2), p.257-271

2010

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Nearly-singular design in GMM and generalized empirical likelihood estimators

Journal of econometrics, 2008-06, Vol.144 (2), p.511-523

Caner, Mehmet

2008

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Nonparametric least squares estimation in derivative families

Journal of econometrics, 2010-08, Vol.157 (2), p.362-374

2010

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Infinite order cross-validated local polynomial regression

Journal of econometrics, 2015-04, Vol.185 (2), p.510-525

2015

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Optimal uniform convergence rates and asymptotic normality for series estimators under weak dependence and weak conditions

Journal of econometrics, 2015-10, Vol.188 (2), p.447-465

2015

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Optimal convergence rates, Bahadur representation, and asymptotic normality of partitioning estimators

Journal of econometrics, 2013-06, Vol.174 (2), p.127-143

2013

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The distance between rival nonstationary fractional processes

Journal of econometrics, 2005-10, Vol.128 (2), p.283-300

Robinson, P.M.

2005

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Estimation of panel data partly specified Tobit regression with fixed effects

Journal of econometrics, 2015-10, Vol.188 (2), p.316-326

2015

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The econometrics of auctions with asymmetric anonymous bidders

Journal of econometrics, 2012-03, Vol.167 (1), p.113-132

Lamy, Laurent

2012

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Root-T consistent density estimation in GARCH models

Journal of econometrics, 2016-05, Vol.192 (1), p.55-63

2016

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Convergence rates and asymptotic normality for series estimators

Journal of econometrics, 1997-07, Vol.79 (1), p.147-168

Newey, Whitney K.

1997

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Nonlinear log-periodogram regression for perturbed fractional processes

Journal of econometrics, 2003-08, Vol.115 (2), p.355-389

2003

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Nonstationary discrete choice

Journal of econometrics, 2004-05, Vol.120 (1), p.103-138

2004

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Testing and detecting jumps based on a discretely observed process

Journal of econometrics, 2011-10, Vol.164 (2), p.331-344

2011

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Cross-validated SNP density estimates

Journal of econometrics, 2002-09, Vol.110 (1), p.27-65

2002

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Qualitative and asymptotic performance of SNP density estimators

Journal of econometrics, 1996-09, Vol.74 (1), p.77-118

1996

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A pair-wise approach to testing for output and growth convergence

Journal of econometrics, 2007-05, Vol.138 (1), p.312-355

Hashem Pesaran, M.

2007

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High dimensional covariance matrix estimation using a factor model

Journal of econometrics, 2008-11, Vol.147 (1), p.186-197

2008

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Dynamic factor models with infinite-dimensional factor space: Asymptotic analysis

Journal of econometrics, 2017-07, Vol.199 (1), p.74-92

2017

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Identification and estimation of a large factor model with structural instability

Inference on higher-order spatial autoregressive models with increasingly many parameters

Series estimation under cross-sectional dependence

A Bayesian analysis of the multinomial probit model using marginal data augmentation

Quasi ML estimation of the panel AR(1) model with arbitrary initial conditions

Well-posedness of measurement error models for self-reported data

Nonparametric estimation for a class of Lévy processes

Nearly-singular design in GMM and generalized empirical likelihood estimators

Nonparametric least squares estimation in derivative families

Infinite order cross-validated local polynomial regression

Optimal uniform convergence rates and asymptotic normality for series estimators under weak dependence and weak conditions

Optimal convergence rates, Bahadur representation, and asymptotic normality of partitioning estimators

The distance between rival nonstationary fractional processes

Estimation of panel data partly specified Tobit regression with fixed effects

The econometrics of auctions with asymmetric anonymous bidders

Root-T consistent density estimation in GARCH models

Convergence rates and asymptotic normality for series estimators

Nonlinear log-periodogram regression for perturbed fractional processes

Nonstationary discrete choice

Testing and detecting jumps based on a discretely observed process

Cross-validated SNP density estimates

Qualitative and asymptotic performance of SNP density estimators

A pair-wise approach to testing for output and growth convergence

High dimensional covariance matrix estimation using a factor model

Dynamic factor models with infinite-dimensional factor space: Asymptotic analysis

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