Hits 1-3 within 3 documents
Consistent estimation of a general nonparametric regression function in time series [journal article]
Source: Journal of Econometrics, 152 (2009) 1. p.70-78
Estimating quadratic variation consistently in the presence of endogenous and diurnal measurement error [journal article]
Source: Journal of Econometrics, 147 (2008) 1. p.47-59
An improved bootstrap test of stochastic dominance [journal article]
Source: Journal of Econometrics, 154 (2009) 2. p.186-202