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isPartOf:"Journal of business & economic statistics : JBES ; a publication of the American Statistical Association"
~isPartOf:"Cowles Foundation discussion paper"
~isPartOf:"Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics"
~language:"eng"
~subject:"Heteroscedasticity"
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Search: subject_exact:"Autocovariance"
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Heteroscedasticity
Autocorrelation
93
Autokorrelation
93
Theorie
49
Theory
49
Estimation theory
36
Schätztheorie
36
Time series analysis
30
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30
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21
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21
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14
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14
Heteroskedastizität
12
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Phillips, Peter C. B.
5
Sun, Yixiao
2
Anatolyev, Stanislav
1
Choi, Chi-young
1
Cui, Guowei
1
Dalla, Violetta
1
Giraitis, Liudas
1
Hall, Alastair R.
1
Hayakawa, Kazuhiko
1
Jin, Sainan
1
Jin, Sainin
1
Kiefer, Nicholas Maximilian
1
Kyriacou, Maria
1
Li, Wai Keung
1
Nagata, Shuichi
1
Olea, José Luis Montiel
1
Pflueger, Carolin
1
Rossi, Francesca
1
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1
Sul, Donggyu
1
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1
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1
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1
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
Cowles Foundation discussion paper
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
Journal of econometrics
15
Econometric theory
9
CESifo Working Paper Series
4
Econometric reviews
4
Economics letters
4
Recent work / Department of Economics, UC San Diego
4
Cowles Foundation Discussion Paper
3
Regional science & urban economics
3
The econometrics journal
3
CEIS Working Paper
2
CESifo working papers
2
Discussion paper / Department of Economics, University of California San Diego
2
Discussion papers of interdisciplinary research project 373
2
Journal of applied econometrics
2
Recent work / Department of Economics, UCSD
2
Working papers / University of Connecticut, Department of Economics
2
American journal of agricultural economics
1
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1
CAE working paper
1
CEIS Tor Vergata research papers : CEIS Tor Vergata research paper series
1
Cahier / Départment de Sciences Économiques, Université de Montréal
1
Department of Economics discussion paper / Department of Economics, The University of Birmingham
1
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
1
Discussion paper / Tinbergen Institute
1
Discussion paper series / Center for Economic Studies, Leuven
1
Discussion papers / Graduate School of Economics, Hitotsubashi University
1
Discussion papers on business and economics
1
Econometric Institute research papers
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Econometrics : open access journal
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Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
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Finance research letters
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ISER DP
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International journal of monetary economics and finance : IJMEF
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International regional science review
1
Journal of contemporary economic and business issues
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ECONIS (ZBW)
12
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1
A robust approach to heteroscedasticity, error serial correlation and slope heterogeneity in linear models with interactive effects for large panel data
Cui, Guowei
;
Hayakawa, Kazuhiko
;
Nagata, Shuichi
; …
- In:
Journal of business & economic statistics : JBES ; a …
41
(
2023
)
3
,
pp. 862-875
Persistent link: https://www.econbiz.de/10014448451
Saved in:
2
Continuously updated indirect inference in heteroskedastic spatial models
Kyriacou, Maria
;
Phillips, Peter C. B.
;
Rossi, Francesca
-
2019
Persistent link: https://www.econbiz.de/10012131981
Saved in:
3
Robust tests for white noise and cross-correlation
Dalla, Violetta
;
Giraitis, Liudas
;
Phillips, Peter C. B.
-
2019
Persistent link: https://www.econbiz.de/10012062428
Saved in:
4
Buffered autoregressive models with conditional heteroscedasticity : an application to exchange rates
Zhu, Ke
;
Li, Wai Keung
;
Yu, Philip L. H.
- In:
Journal of business & economic statistics : JBES ; a …
35
(
2017
)
4
,
pp. 528-542
Persistent link: https://www.econbiz.de/10011893733
Saved in:
5
Power maximization and size control in heteroskedasticity and autocorrelation robust tests with exponentiated kernels
Sun, Yixiao
;
Phillips, Peter C. B.
;
Jin, Sainan
-
2010
Persistent link: https://www.econbiz.de/10003925716
Saved in:
6
A robust test for weak instruments
Olea, José Luis Montiel
;
Pflueger, Carolin
- In:
Journal of business & economic statistics : JBES ; a …
31
(
2013
)
3
,
pp. 358-369
Persistent link: https://www.econbiz.de/10009785968
Saved in:
7
Consistent HAC estimation and robust regression testing using sharp origin kernels with no truncation
Phillips, Peter C. B.
;
Sun, Yixiao
;
Jin, Sainin
-
2003
Persistent link: https://www.econbiz.de/10001741372
Saved in:
8
Prewhitening bias in HAC estimation
Sul, Donggyu
;
Phillips, Peter C. B.
;
Choi, Chi-young
-
2003
Persistent link: https://www.econbiz.de/10001798686
Saved in:
9
GMM, GEL, serial correlation, and asymptotic bias
Anatolyev, Stanislav
- In:
Econometrica : journal of the Econometric Society, an …
73
(
2005
)
3
,
pp. 983-1002
Persistent link: https://www.econbiz.de/10002876889
Saved in:
10
Heteroskedasticity-autocorrelation robust standard errors using the Bartlett Kernel without truncation
Kiefer, Nicholas Maximilian
;
Vogelsang, Timothy J.
- In:
Econometrica : journal of the Econometric Society, an …
70
(
2002
)
5
,
pp. 2093-2095
Persistent link: https://www.econbiz.de/10001702262
Saved in:
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