Robust inference on correlation under general heterogeneity
Liudas Giraitis, Yufei Li, Peter C. B. Phillips
| Year of publication: |
2024
|
|---|---|
| Authors: | Giraitis, Liudas ; Li, Yufei ; Phillips, Peter C. B. |
| Subject: | Cross-correlation | Heteroskedasticity | Martingale differences | Serial correlation | Korrelation | Correlation | Martingal | Martingale | Heteroskedastizität | Heteroscedasticity | Schätztheorie | Estimation theory | Induktive Statistik | Statistical inference | Autokorrelation | Autocorrelation |
freely available
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.jeconom.2024.105691 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10015075086