//--> //--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~isPartOf:"Cowles Foundation discussion paper"
~subject:"Schätztheorie"
~subject:"Theorie"
~subject:"Volatility"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Search: subject_exact:"Heteroscedasticity"
Narrow search
Delete all filters
| 4 applied filters
Year of publication
From:
To:
Subject
All
Schätztheorie
Theorie
Volatility
Heteroscedasticity
12
Heteroskedastizität
12
Estimation theory
10
Autocorrelation
5
Autokorrelation
5
Statistical test
5
Statistischer Test
5
Regression analysis
3
Regressionsanalyse
3
Theory
3
Time series analysis
3
Zeitreihenanalyse
3
Correlation
2
Induktive Statistik
2
Korrelation
2
Martingal
2
Martingale
2
Serial correlation
2
Statistical inference
2
cross-correlation
2
heteroskedasticity
2
martingale differences
2
ARCH model
1
ARCH-Modell
1
ARMA model
1
ARMA-Modell
1
Bias
1
Cointegration
1
Core
1
Endogeneity
1
Heteroskedasticity
1
Indirect inference
1
KPSS test
1
Kointegration
1
Least squares estimation
1
Mean stability
1
Multivariate Analyse
1
Multivariate analysis
1
more ...
less ...
Online availability
All
Free
10
Type of publication
All
Book / Working Paper
11
Type of publication (narrower categories)
All
Arbeitspapier
10
Graue Literatur
10
Non-commercial literature
10
Working Paper
10
Language
All
English
11
Author
All
Phillips, Peter C. B.
10
Dalla, Violetta
2
Giraitis, Liudas
2
Sun, Yixiao
2
Cho, Jin Seo
1
Choi, Chi-young
1
Giratis, Liudas
1
Han, Chirok
1
Hu, Zhishui
1
Jin, Sainan
1
Jin, Sainin
1
Kyriacou, Maria
1
Li, Yufei
1
Linton, Oliver B.
1
Rossi, Francesca
1
Steigerwald, Douglas G.
1
Sul, Donggyu
1
Wang, Qiying
1
more ...
less ...
Published in...
All
Cowles Foundation discussion paper
Journal of econometrics
67
Econometric reviews
35
Econometric theory
33
Economics letters
26
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
26
The econometrics journal
20
Discussion papers / Deutsches Institut für Wirtschaftsforschung
18
Applied economics
9
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
9
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
9
Applied economics letters
8
Cowles Foundation Discussion Paper
8
DIW Berlin Discussion Paper
8
Discussion paper / Tinbergen Institute
8
Journal of applied econometrics
8
CESifo Working Paper Series
7
CREATES research paper
7
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
7
NBER Working Paper
7
Applied financial economics
6
Discussion paper / Center for Economic Research, Tilburg University
6
Discussion papers of interdisciplinary research project 373
6
Econometrics : open access journal
6
Economic modelling
6
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
6
Queen's Economics Department working paper
6
Regional science & urban economics
6
Working paper
6
Working paper series
6
CEMMAP working papers / Centre for Microdata Methods and Practice
5
CESifo working papers
5
Discussion paper series / IZA
5
Journal of forecasting
5
Annales d'économie et de statistique
4
Boston College working papers in economics
4
Department of Economics discussion paper series / University of Oxford
4
Discussion paper / Department of Economics, University of California San Diego
4
IZA Discussion Paper
4
International journal of forecasting
4
more ...
less ...
Source
All
ECONIS (ZBW)
11
Showing
1
-
10
of
11
Sort
Relevance
Date (newest first)
Date (oldest first)
1
Robust inference on correlation under general heterogeneity
Giraitis, Liudas
;
Li, Yufei
;
Phillips, Peter C. B.
-
2022
Persistent link: https://www.econbiz.de/10014235297
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
Nonlinear cointegrating power function regression with endogeneity
Hu, Zhishui
;
Phillips, Peter C. B.
;
Wang, Qiying
-
2019
Persistent link: https://www.econbiz.de/10012132062
Saved in:
4
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:
5
Testing mean stability of heteroskedastic time series
Dalla, Violetta
;
Giratis, Liudas
;
Phillips, Peter C. B.
-
2015
Persistent link: https://www.econbiz.de/10011312317
Saved in:
6
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:
7
LAD asymptotics under conditional heteroskedasticity with possibly infinite error densities
Cho, Jin Seo
;
Han, Chirok
;
Phillips, Peter C. B.
-
2009
Persistent link: https://www.econbiz.de/10003842080
Saved in:
8
HAC estimation by automative regression
Phillips, Peter C. B.
-
2004
Persistent link: https://www.econbiz.de/10002148138
Saved in:
9
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:
10
Prewhitening bias in HAC estimation
Sul, Donggyu
;
Phillips, Peter C. B.
;
Choi, Chi-young
-
2003
Persistent link: https://www.econbiz.de/10001798686
Saved in:
1
2
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->