On robust inference in time-series regression
Richard T. Baillie, Francis X. Diebold, George Kapetanios, Kun Ho Kim and Aaron Mora
| Year of publication: |
2025
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|---|---|
| Authors: | Baillie, Richard ; Diebold, Francis X. ; Kapetanios, George ; Kim, Kun Ho ; Mora, Aaron |
| Published in: |
The econometrics journal. - Oxford : Oxford University Press, ISSN 1368-423X, ZDB-ID 1475536-1. - Vol. 28.2025, 2, p. 131-173
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| Subject: | DURBIN regression | dynamic regression | heteroskedasticity and autocorrelation consistent (HAC) regression | serial correlation | Regressionsanalyse | Regression analysis | Schätztheorie | Estimation theory | Autokorrelation | Autocorrelation | Zeitreihenanalyse | Time series analysis | Heteroskedastizität | Heteroscedasticity |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1093/ectj/utae019 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10015459746