Wang, Qiying Least squares estimation for nonlinear regression models with heteroscedasticity. (English) Zbl 1493.62623 Econom. Theory 37, No. 6, 1267-1289 (2021). MSC: 62P20 62J02 PDFBibTeX XMLCite \textit{Q. Wang}, Econom. Theory 37, No. 6, 1267--1289 (2021; Zbl 1493.62623) Full Text: DOI
Huang, Wenxin; Jin, Sainan; Su, Liangjun Identifying latent grouped patterns in cointegrated panels. (English) Zbl 1440.62045 Econom. Theory 36, No. 3, 410-456 (2020). MSC: 62D20 62H30 62J07 62P20 PDFBibTeX XMLCite \textit{W. Huang} et al., Econom. Theory 36, No. 3, 410--456 (2020; Zbl 1440.62045) Full Text: DOI
Berenguer-Rico, Vanessa; Nielsen, Bent Cumulated sum of squares statistics for nonlinear and nonstationary regressions. (English) Zbl 1436.62412 Econom. Theory 36, No. 1, 1-47 (2020). MSC: 62M10 62J02 60F05 62E20 PDFBibTeX XMLCite \textit{V. Berenguer-Rico} and \textit{B. Nielsen}, Econom. Theory 36, No. 1, 1--47 (2020; Zbl 1436.62412) Full Text: DOI
Johansen, Søren; Nielsen, Bent Boundedness of M-estimators for linear regression in time series. (English) Zbl 1419.62236 Econom. Theory 35, No. 3, 653-683 (2019). MSC: 62M10 62J05 60G42 62F12 PDFBibTeX XMLCite \textit{S. Johansen} and \textit{B. Nielsen}, Econom. Theory 35, No. 3, 653--683 (2019; Zbl 1419.62236) Full Text: DOI
Christopeit, Norbert; Massmann, Michael Estimating structural parameters in regression models with adaptive learning. (English) Zbl 1441.62651 Econom. Theory 34, No. 1, 68-111 (2018). MSC: 62P20 62M10 62F10 PDFBibTeX XMLCite \textit{N. Christopeit} and \textit{M. Massmann}, Econom. Theory 34, No. 1, 68--111 (2018; Zbl 1441.62651) Full Text: DOI
del Barrio Castro, Tomás; Rodrigues, Paulo M. M.; Taylor, A. M. Robert The impact of persistent cycles on zero frequency unit root tests. (English) Zbl 1290.62065 Econom. Theory 29, No. 6, 1289-1313 (2013). MSC: 62M07 62M10 PDFBibTeX XMLCite \textit{T. del Barrio Castro} et al., Econom. Theory 29, No. 6, 1289--1313 (2013; Zbl 1290.62065) Full Text: DOI
Fasen, Vicky Time series regression on integrated continuous-time processes with heavy and light tails. (English) Zbl 1261.91039 Econom. Theory 29, No. 1, 28-67 (2013). MSC: 91B84 62M10 PDFBibTeX XMLCite \textit{V. Fasen}, Econom. Theory 29, No. 1, 28--67 (2013; Zbl 1261.91039) Full Text: DOI
Peligrad, Magda; Sang, Hailin Asymptotic properties of self-normalized linear processes with long memory. (English) Zbl 1263.62113 Econom. Theory 28, No. 3, 548-569 (2012). Reviewer: Tamas Szabados (Budapest) MSC: 62M10 62F03 60G22 60F05 PDFBibTeX XMLCite \textit{M. Peligrad} and \textit{H. Sang}, Econom. Theory 28, No. 3, 548--569 (2012; Zbl 1263.62113) Full Text: DOI arXiv
Meitz, Mika; Saikkonen, Pentti Parameter estimation in nonlinear AR-GARCH models. (English) Zbl 1228.62112 Econom. Theory 27, No. 6, 1236-1278 (2011). MSC: 62M10 62F12 PDFBibTeX XMLCite \textit{M. Meitz} and \textit{P. Saikkonen}, Econom. Theory 27, No. 6, 1236--1278 (2011; Zbl 1228.62112) Full Text: DOI
Han, Chirok; Phillips, Peter C. B.; Sul, Donggyu Uniform asymptotic normality in stationary and unit root autoregression. (English) Zbl 1442.62200 Econom. Theory 27, No. 6, 1117-1151 (2011). MSC: 62M10 60F05 62E20 PDFBibTeX XMLCite \textit{C. Han} et al., Econom. Theory 27, No. 6, 1117--1151 (2011; Zbl 1442.62200) Full Text: DOI
Bauer, Dietmar Almost sure bounds on the estimation error for OLS estimators when the regressors include certain MFI(1) processes. (English) Zbl 1279.62181 Econom. Theory 25, No. 2, 571-582 (2009). MSC: 62M10 62J05 62M09 PDFBibTeX XMLCite \textit{D. Bauer}, Econom. Theory 25, No. 2, 571--582 (2009; Zbl 1279.62181) Full Text: DOI
Horváth, Lajos; Zitikis, Ričardas Testing goodness of fit based on densities of GARCH innovations. (English) Zbl 1125.62103 Econom. Theory 22, No. 3, 457-482 (2006). MSC: 62M10 62G20 62G07 62G10 PDFBibTeX XMLCite \textit{L. Horváth} and \textit{R. Zitikis}, Econom. Theory 22, No. 3, 457--482 (2006; Zbl 1125.62103) Full Text: DOI
Nielsen, Bent Strong consistency results for least squares estimators in general vector autoregressions with deterministic terms. (English) Zbl 1085.62105 Econom. Theory 21, No. 3, 534-561 (2005). MSC: 62M10 62F12 PDFBibTeX XMLCite \textit{B. Nielsen}, Econom. Theory 21, No. 3, 534--561 (2005; Zbl 1085.62105) Full Text: DOI