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~isPartOf:"Journal of econometrics"
~person:"Horváth, Lajos"
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Horváth, Lajos
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ECONIS (ZBW)
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1
Sequential monitoring for changes from stationarity to mild non-stationarity
Horváth, Lajos
;
Liu, Zhenya
;
Rice, Gregory
;
Wang, Shixuan
- In:
Journal of econometrics
215
(
2020
)
1
,
pp. 209-238
Persistent link: https://www.econbiz.de/10012439449
Saved in:
2
Testing for independence between functional time series
Horváth, Lajos
;
Rice, Gregory
- In:
Journal of econometrics
189
(
2015
)
2
,
pp. 371-382
Persistent link: https://www.econbiz.de/10011504560
Saved in:
3
Testing stationarity of functional time series
Horváth, Lajos
;
Kokoszka, Piotr
;
Rice, Gregory
- In:
Journal of econometrics
179
(
2014
)
1
,
pp. 66-82
Persistent link: https://www.econbiz.de/10010258271
Saved in:
4
Segmenting mean-nonstationary time series via trending regressions
Aue, Alexander
;
Horváth, Lajos
;
Hušková, Marie
- In:
Journal of econometrics
168
(
2012
)
2
,
pp. 367-381
Persistent link: https://www.econbiz.de/10009612717
Saved in:
5
Delay times of sequential procedures for multiple time series regression models
Aue, Alexander
;
Horváth, Lajos
;
Reimherr, Matthew L.
- In:
Journal of econometrics
149
(
2009
)
2
,
pp. 174-190
Persistent link: https://www.econbiz.de/10003833786
Saved in:
6
Testing for stochastic dominance using the weighted McFadden-type statistic
Horváth, Lajos
;
Kokoszka, Piotr
;
Zitikis, Ričardas
- In:
Journal of econometrics
133
(
2006
)
1
,
pp. 191-205
Persistent link: https://www.econbiz.de/10003354571
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