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type_genre:"Article in journal"
~isPartOf:"Letters in spatial and resource sciences : LSRS"
~isPartOf:"The econometrics journal"
~subject:"Heteroskedastizität"
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Search: subject_exact:"Autoregressives Modell"
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Heteroskedastizität
Autocorrelation
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Sun, Yixiao
2
Guo, Gangzheng
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Hafner, Christian M.
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Letters in spatial and resource sciences : LSRS
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Testing for moderate explosiveness
Guo, Gangzheng
;
Sun, Yixiao
;
Wang, Shaoping
- In:
The econometrics journal
22
(
2019
)
1
,
pp. 73-95
Persistent link: https://www.econbiz.de/10012166654
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2
A heteroskedasticity and autocorrelation robust F test using an orthonormal series variance estimator
Sun, Yixiao
- In:
The econometrics journal
16
(
2013
)
1
,
pp. 1-26
Persistent link: https://www.econbiz.de/10009722516
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3
Testing for linear autoregressive dynamics under heteroskedasticity
Hafner, Christian M.
;
Herwartz, Helmut
- In:
The econometrics journal
3
(
2000
)
2
,
pp. 177-197
Persistent link: https://www.econbiz.de/10001546181
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