Chen, Bin; Choi, Jinho; Escanciano, Juan Carlos Testing for fundamental vector moving average representations. (English) Zbl 1398.62224 Quant. Econ. 8, No. 1, 149-180 (2017). MSC: 62M10 60G44 62P20 PDFBibTeX XMLCite \textit{B. Chen} et al., Quant. Econ. 8, No. 1, 149--180 (2017; Zbl 1398.62224) Full Text: DOI
Escanciano, Juan Carlos; Jacho-chávez, David; Lewbel, Arthur Identification and estimation of semiparametric two-step models. (English) Zbl 1398.62090 Quant. Econ. 7, No. 2, 561-589 (2016). MSC: 62G08 62F12 62P25 PDFBibTeX XMLCite \textit{J. C. Escanciano} et al., Quant. Econ. 7, No. 2, 561--589 (2016; Zbl 1398.62090) Full Text: DOI