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Search: subject_exact:"Homoscedasticity"
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Heteroscedasticity
586
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Estimation theory
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Lütkepohl, Helmut
13
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12
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9
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7
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7
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Macroeconomic dynamics
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The Manchester School
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The empirical economics letters : a monthly international journal of economics
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The journal of futures markets
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Allgemeines statistisches Archiv : AStA ; journal of the German Statistical Society
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ECONIS (ZBW)
587
RePEc
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81
Volatility martingale difference divergence matrix and its application to dimension reduction for multivariate volatility
Lee, Chung Eun
;
Shao, Xiaofeng
- In:
Journal of business & economic statistics : JBES ; a …
38
(
2020
)
1
,
pp. 80-92
Persistent link: https://www.econbiz.de/10012179517
Saved in:
82
Robust inference in conditionally heteroskedastic autoregressions
Pedersen, Rasmus Søndergaard
- In:
Econometric reviews
39
(
2020
)
3
,
pp. 244-259
Persistent link: https://www.econbiz.de/10012181447
Saved in:
83
Adaptive estimation of heteroskedastic functional-coefficient regressions with an application to fiscal policy evaluation on asset markets
Tu, Yundong
;
Wang, Ying
- In:
Econometric reviews
39
(
2020
)
3
,
pp. 299-318
Persistent link: https://www.econbiz.de/10012181451
Saved in:
84
A perturbation method to optimize the parameters of autoregressive conditional heteroscedasticity model
Feng, Xuejie
;
Zhang, Chiping
- In:
Computational economics
55
(
2020
)
3
,
pp. 1021-1044
Persistent link: https://www.econbiz.de/10012223692
Saved in:
85
Asymptotic F tests under possibly weak identification
Martínez-Iriarte, Julián
;
Sun, Yixiao
;
Wang, Xuexin
- In:
Journal of econometrics
218
(
2020
)
1
,
pp. 140-177
Persistent link: https://www.econbiz.de/10012482936
Saved in:
86
Inference in partially identified heteroskedastic simultaneous equations models
Lütkepohl, Helmut
;
Milunovich, George
;
Yang, Minxian
- In:
Journal of econometrics
218
(
2020
)
2
,
pp. 317-345
Persistent link: https://www.econbiz.de/10012483004
Saved in:
87
Testing-optimal Kernel choice in HAR inference
Sun, Yixiao
;
Yang, Jingjing
- In:
Journal of econometrics
219
(
2020
)
1
,
pp. 123-136
Persistent link: https://www.econbiz.de/10012483197
Saved in:
88
Human capital investment and employment growth in Nigeria
Saka, Jimoh Olakunle
- In:
Theory, methodology, practice
16
(
2020
)
2
,
pp. 81-88
Persistent link: https://www.econbiz.de/10012697292
Saved in:
89
Testing for spatial group-wise heteroskedasticity in spatial autocorrelation regression models : lagrange multiplier scan tests
Le Gallo, Julie
;
López, Fernando A.
;
Chasco Yrigoyen, Coro
- In:
The annals of regional science : an international …
64
(
2020
)
2
,
pp. 287-312
Persistent link: https://www.econbiz.de/10012252929
Saved in:
90
Dynamics of inflation and inflation uncertainty in Pakistan
Munir, Kashif
;
Riaz, Nimra
- In:
International journal of monetary economics and finance …
13
(
2020
)
2
,
pp. 130-145
Persistent link: https://www.econbiz.de/10012254279
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