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~isPartOf:"The econometrics journal"
~subject:"Heteroskedastizität"
~subject:"heteroscedasticity"
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Heteroskedastizität
heteroscedasticity
Heteroscedasticity
20
Estimation theory
13
Schätztheorie
13
ARCH model
7
ARCH-Modell
7
Theorie
7
Theory
7
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Cluster analysis
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Clustered data
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Conditional heteroscedasticity
1
Conditional sparsity
1
Difference-in-differences
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20
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Jiang, Jiancheng
2
Sun, Yixiao
2
Zhang, Zhengyu
2
Aue, Alexander
1
Bauwens, Luc
1
Berger, Yves G.
1
Carrasco, Marine
1
Choi, Sung Hoon
1
Coudin, Elise
1
Cripps, Edward
1
Doukali, Mohamed
1
Dufour, Jean-Marie
1
Fiebig, Denzil G.
1
Gu, Yuanyuan
1
Guo, Gangzheng
1
Hafner, Christian M.
1
Herwartz, Helmut
1
Horváth, Lajos
1
Hui, Yer Van
1
Hušková, Marie
1
Härdle, Wolfgang
1
Jiang, Xuejun
1
Kohn, Robert
1
Kokoszka, Piotr
1
Liu, Bing
1
Liu, Qingfeng
1
Lütkepohl, Helmut
1
MacKinnon, James G.
1
Meitz, Mika
1
Mu, Beili
1
Netšunajev, Aleksei
1
Okui, Ryo
1
Rombouts, Jeroen V. K.
1
Saikkonen, Pentti
1
Sentana, Enrique
1
Song, Xinyuan
1
Spokojnyj, Vladimir G.
1
Tse, Yiu Kuen
1
Wang, Shaoping
1
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The econometrics journal
Journal of econometrics
73
Econometric theory
37
Econometric reviews
36
Economics letters
31
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
28
Discussion papers / Deutsches Institut für Wirtschaftsforschung
21
Cowles Foundation discussion paper
12
NBER Working Paper
12
Journal of applied econometrics
11
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
10
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
10
CESifo Working Paper Series
9
DIW Berlin Discussion Paper
9
Journal of empirical finance
9
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
9
Working Paper
9
Applied economics
8
Applied economics letters
8
Applied financial economics
8
CESifo working papers
8
CREATES research paper
8
Cowles Foundation Discussion Paper
8
Discussion paper / Tinbergen Institute
8
NBER working paper series
8
Working paper
8
Working paper / National Bureau of Economic Research, Inc.
8
CEMMAP working papers / Centre for Microdata Methods and Practice
7
Discussion paper series / IZA
7
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
7
Econometrics : open access journal
7
The review of economics and statistics
7
Discussion papers of interdisciplinary research project 373
6
Economic modelling
6
Journal of forecasting
6
Oxford bulletin of economics and statistics
6
Queen's Economics Department working paper
6
Regional science & urban economics
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Working paper series
6
American journal of agricultural economics
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ECONIS (ZBW)
20
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1
Testing conditional moment restriction models using empirical likelihood
Berger, Yves G.
- In:
The econometrics journal
25
(
2022
)
2
,
pp. 384-403
Persistent link: https://www.econbiz.de/10013253841
Saved in:
2
Feasible weighted projected principal component analysis for semi-parametric factor models
Choi, Sung Hoon
- In:
The econometrics journal
26
(
2023
)
2
,
pp. 215-234
Persistent link: https://www.econbiz.de/10014319342
Saved in:
3
Testing overidentifying restrictions with many instruments and heteroscedasticity using regularised jackknife IV
Carrasco, Marine
;
Doukali, Mohamed
- In:
The econometrics journal
25
(
2022
)
1
,
pp. 71-97
Persistent link: https://www.econbiz.de/10012878896
Saved in:
4
Testing identification via heteroskedasticity in structural vector autoregressive models
Lütkepohl, Helmut
;
Meitz, Mika
;
Netšunajev, Aleksei
; …
- In:
The econometrics journal
24
(
2021
)
1
,
pp. 1-22
Persistent link: https://www.econbiz.de/10012504441
Saved in:
5
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
Saved in:
6
The wild bootstrap for few (treated) clusters
MacKinnon, James G.
;
Webb, Matthew
- In:
The econometrics journal
21
(
2018
)
2
,
pp. 114-135
Persistent link: https://www.econbiz.de/10012166605
Saved in:
7
Identification and estimation of heteroscedastic binary choice models with endogenous dummy regressors
Mu, Beili
;
Zhang, Zhengyu
- In:
The econometrics journal
21
(
2018
)
2
,
pp. 218-246
Persistent link: https://www.econbiz.de/10012166615
Saved in:
8
Identification and estimation of partially linear censored regression models with unknown heteroscedasticity
Zhang, Zhengyu
;
Liu, Bing
- In:
The econometrics journal
18
(
2015
)
2
,
pp. 242-273
Persistent link: https://www.econbiz.de/10011378496
Saved in:
9
Weighted composite quantile regression estimation of DTARCH models
Jiang, Jiancheng
;
Jiang, Xuejun
;
Song, Xinyuan
- In:
The econometrics journal
17
(
2014
)
1
,
pp. 1-23
Persistent link: https://www.econbiz.de/10010498763
Saved in:
10
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
Saved in:
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