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  • Search: subject:"heteroskedasticity and autocorrelation robust standard error"
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Year of publication
Subject
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Autocorrelation 2 Autokorrelation 2 Estimation theory 2 Heteroscedasticity 2 Heteroskedastizität 2 Schätztheorie 2 Statistical test 2 Statistischer Test 2 Einheitswurzeltest 1 Heteroskedasticity and Autocorrelation Robust Standard Error 1 Irrational Exuberance 1 Local to Unity 1 Moderate Explosiveness 1 Student’s t Distribution 1 Unit Root 1 Unit root test 1 heteroskedasticity and autocorrelation robust standard error 1 irrational exuber-ance 1 local to unity 1 moderate explosiveness 1 student’s t distribution 1 unit root 1
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Online availability
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Free 1 Undetermined 1
Type of publication
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Article 1 Book / Working Paper 1
Type of publication (narrower categories)
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Article in journal 1 Aufsatz in Zeitschrift 1 Graue Literatur 1 Non-commercial literature 1
Language
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English 2
Author
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Guo, Gangzheng 2 Sun, Yixiao 2 Wang, Shaoping 2
Published in...
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Recent work / Department of Economics, UC San Diego 1 The econometrics journal 1
Source
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ECONIS (ZBW) 2
Showing 1 - 2 of 2
Cover Image
Testing for moderate explosiveness in the presence of drift
Guo, Gangzheng; Wang, Shaoping; Sun, Yixiao - 2018
based on a heteroskedasticity and autocorrelation robust standard error follows Student's t distribution in large samples …
Persistent link: https://www.econbiz.de/10011914444
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Cover Image
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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