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isPartOf:"Journal of business & economic statistics : JBES ; a publication of the American Statistical Association"
~isPartOf:"Discussion paper / Department of Economics, University of California San Diego"
~isPartOf:"Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics"
~subject:"Heteroscedasticity"
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Heteroscedasticity
Autocorrelation
73
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73
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27
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27
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23
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1
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
Discussion paper / Department of Economics, University of California San Diego
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
Cowles Foundation discussion paper
5
CESifo Working Paper Series
4
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4
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4
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4
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3
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3
The econometrics journal
3
CEIS Working Paper
2
CESifo working papers
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
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1
Discussion paper series / Center for Economic Studies, Leuven
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Discussion papers / Graduate School of Economics, Hitotsubashi University
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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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ECONIS (ZBW)
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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
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:
3
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:
4
A convergent t-statistic in spurious regressions
Sun, Yixiao
-
2003
Persistent link: https://www.econbiz.de/10001753294
Saved in:
5
Consistent HAC estimation and robust regression testing using sharp origin kernels with no truncation
Phillips, Peter C. B.
;
Sun, Yixiao
;
Jin, Sainan
-
2003
Persistent link: https://www.econbiz.de/10001753309
Saved in:
6
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:
7
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:
8
Tests of the seasonal unit-root hypothesis against heteroscedastic seasonal integration
Taylor, Robert
;
Smith, Richard J.
- In:
Journal of business & economic statistics : JBES ; a …
19
(
2001
)
2
,
pp. 192-207
Persistent link: https://www.econbiz.de/10001568817
Saved in:
9
Covariance matrix estimation and the power of the overidentifying restrictions test
Hall, Alastair R.
- In:
Econometrica : journal of the Econometric Society, an …
68
(
2000
)
6
,
pp. 1517-1527
Persistent link: https://www.econbiz.de/10001527521
Saved in:
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