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~isPartOf:"Econometric theory"
~person:"Kiefer, Nicholas Maximilian"
~subject:"Theorie"
~subject:"Volatility"
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Search: subject_exact:"Heteroscedasticity"
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Econometric theory
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Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
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A new asymptotic theory for heteroskedasticity : autocorrelation robust tests
Kiefer, Nicholas Maximilian
;
Vogelsang, Timothy J.
- In:
Econometric theory
21
(
2005
)
6
,
pp. 1130-1164
Persistent link: https://www.econbiz.de/10003193574
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Heteroskedasticity-autocorrelation robust testing using bandwidth equal to sample size
Kiefer, Nicholas Maximilian
;
Vogelsang, Timothy J.
- In:
Econometric theory
18
(
2002
)
6
,
pp. 1350-1366
Persistent link: https://www.econbiz.de/10001716907
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