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type_genre:"Article in journal"
~isPartOf:"Econometric theory"
~person:"Franses, Philip Hans"
~person:"Horváth, Lajos"
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Franses, Philip Hans
Horváth, Lajos
Phillips, Peter C. B.
30
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ECONIS (ZBW)
8
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1
Sequential monitoring of changes in dynamic linear models, applied to the U.S. housing market
Horváth, Lajos
;
Liu, Zhenya
;
Lu, Shanglin
- In:
Econometric theory
38
(
2022
)
2
,
pp. 209-272
Persistent link: https://www.econbiz.de/10013187224
Saved in:
2
Limit laws in transaction-level asset price models
Aue, Alexander
;
Horváth, Lajos
;
Hurvich, Clifford M.
; …
- In:
Econometric theory
30
(
2014
)
3
,
pp. 536-579
Persistent link: https://www.econbiz.de/10010500888
Saved in:
3
Sequential testing for the stability of high-frequency portfolio betas
Aue, Alexander
;
Hörmann, Siegfried
;
Horváth, Lajos
; …
- In:
Econometric theory
28
(
2012
)
4
,
pp. 804-837
Persistent link: https://www.econbiz.de/10009669735
Saved in:
4
Sup-tests for linearity in a general nonlinear AR(1) model
Francq, Christian
;
Horváth, Lajos
;
Zakoïan, Jean-Michel
- In:
Econometric theory
26
(
2010
)
4
,
pp. 965-993
Persistent link: https://www.econbiz.de/10003993816
Saved in:
5
Convergence of integral functionals of stochastic processes
Berkes, István
;
Horváth, Lajos
- In:
Econometric theory
22
(
2006
)
2
,
pp. 304-322
Persistent link: https://www.econbiz.de/10003301252
Saved in:
6
Estimation of the maximal moment exponent of a GARCH (1,1) sequence
Berkes, István
;
Horváth, Lajos
;
Kokoszka, Piotr
- In:
Econometric theory
19
(
2003
)
4
,
pp. 565-586
Persistent link: https://www.econbiz.de/10001777182
Saved in:
7
Large sample distribution of weighted sums of ARCH(p) squared residual correlations
Horváth, Lajos
;
Kokoszka, Piotr
- In:
Econometric theory
17
(
2001
)
2
,
pp. 283-295
Persistent link: https://www.econbiz.de/10001568398
Saved in:
8
On Phillips-Perron-type tests for seasonal unit roots
Breitung, Jörg
- In:
Econometric theory
14
(
1998
)
2
,
pp. 200-221
Persistent link: https://www.econbiz.de/10001245309
Saved in:
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