5 results: page 1 of 1
Jun 2017
Journal
The impact of near-integrated measurement errors on modelling long-run macroeconomic time series
in Econometric Reviews
James A. Duffy ,  David F. Hendry
Jan 2017
Journal
Uniform convergence rates over maximal domains in structural nonparametric cointegrating regression
in Econometric Theory
James A. Duffy
Jan 2016
Journal
A uniform law for the convergence to local times of linear fractional stable motions
in The Annals of Applied Probability
James Duffy
Sept 2015
Working Paper
Uniform inference in nonparametric predictive regression, and a unified limit theory for spatial density estimation
James Duffy
Nov 2013
Working Paper
Generalized indirect inference for discrete choice models
Marianne Bruins ,  James A. Duffy ,  Michael Keane ,  A. Smith