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person:"Giles, David E. A."
~person:"Bera, Anil K."
~subject:"Heteroscedasticity"
~subject:"Time series analysis"
~type_genre:"Working Paper"
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1988-1989
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Calyampudi Radhakrishna Rao
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Giles, David E. A.
Bera, Anil K.
Gao, Jiti
36
Phillips, Peter C. B.
35
Koopman, Siem Jan
30
Nielsen, Morten Ørregaard
25
Lütkepohl, Helmut
24
Johansen, Søren
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Maravall Herrero, Agustín
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19
Sibbertsen, Philipp
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Teräsvirta, Timo
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Swanson, Norman R.
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Härdle, Wolfgang
16
Lucas, André
16
Gouriéroux, Christian
14
Hyndman, Rob J.
14
Kapetanios, George
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Peng, Bin
13
Pesaran, M. Hashem
13
Gómez, Víctor
11
Koop, Gary
11
Ooms, Marius
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Spokojnyj, Vladimir G.
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Marcellino, Massimiliano
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Nielsen, Bent
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Dong, Chaohua
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Cai, Zongwu
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On some heteroskedasticity-robust estimators of variance-covariance matrix of the least squares estimators
Bera, Anil K.
;
Suprayitno, Totok
;
Premaratne, Gamini
-
2000
Persistent link: https://www.econbiz.de/10001545282
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2
Testing for unit roots in economic time-series with missing observations
Ryan, Kevin F.
;
Giles, David E. A.
-
1998
Persistent link: https://www.econbiz.de/10000997817
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3
Information matrix test, parameter heterogeneity and arch : a synthesis
Bera, Anil K.
;
Lee, Sangkyu
-
1991
-
Rev.
Persistent link: https://www.econbiz.de/10000824219
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