EconBiz - Find Economic Literature
    • Logout
    • Change account settings
  • A-Z
  • Beta
  • About EconBiz
  • News
  • Thesaurus (STW)
  • Academic Skills
  • Help
  •  My account 
    • Logout
    • Change account settings
  • Login
EconBiz - Find Economic Literature
Publications Events
Search options
Advanced Search history
My EconBiz
Favorites Loans Reservations Fines
    You are here:
  • Home
  • Search: subject:"heteroskedasticity-robust inference"
Narrow search

Narrow search

Year of publication
Subject
All
Co-integration 5 heteroskedasticity-robust inference 5 (un)conditional heteroskedasticity 4 adjustment coefficients 4 wild bootstrap 4 Bootstrap approach 3 Bootstrap-Verfahren 3 Cointegration 2 Estimation 2 Estimation theory 2 Gravitationsmodell 2 Gravity model 2 Heteroskedasticity-robust inference 2 Kointegration 2 Maximum likelihood estimation 2 Maximum-Likelihood-Schätzung 2 Poisson pseudo maximum likelihood estimation 2 Schätztheorie 2 Schätzung 2 Time series analysis 2 Volatility 2 Volatilität 2 Zeitreihenanalyse 2 (un)Conditional heteroskedasticity 1 Adjustment coefficients 1 Bias 1 Bootstrap 1 Confidence interval 1 Gravity equation 1 Systematischer Fehler 1 VAR model 1 VAR-Modell 1 Wild bootstrap 1 gravity equation 1
more ... less ...
Online availability
All
Free 4 Undetermined 3
Type of publication
All
Book / Working Paper 4 Article 3
Type of publication (narrower categories)
All
Article in journal 3 Aufsatz in Zeitschrift 3 Working Paper 2 Arbeitspapier 1 Graue Literatur 1 Non-commercial literature 1
Language
All
English 5 Undetermined 2
Author
All
Cavaliere, Giuseppe 5 Rahbek, Anders 5 Boswijk, H. Peter 3 Boswijk, Herman Peter 2 Pfaffermayr, Michael 2 Taylor, A. M. Robert 2 Taylor, Robert 2 Taylor, A.M. Robert 1
more ... less ...
Institution
All
Tinbergen Instituut 1 Økonomisk Institut, Københavns Universitet 1
Published in...
All
Applied economics letters 1 Discussion Papers / Økonomisk Institut, Københavns Universitet 1 Discussion paper / Tinbergen Institute 1 Economics letters 1 Journal of econometrics 1 Tinbergen Institute Discussion Paper 1 Tinbergen Institute Discussion Papers 1
more ... less ...
Source
All
ECONIS (ZBW) 4 RePEc 2 EconStor 1
Showing 1 - 7 of 7
Cover Image
Confidence intervals for the trade cost parameters of cross-section gravity models
Pfaffermayr, Michael - In: Economics letters 201 (2021), pp. 1-5
Persistent link: https://www.econbiz.de/10012607087
Saved in:
Cover Image
Gravity models, PPML estimation and the bias of the robust standard errors
Pfaffermayr, Michael - In: Applied economics letters 26 (2019) 18, pp. 1467-1471
Persistent link: https://www.econbiz.de/10012204822
Saved in:
Cover Image
Inference on Co-integration Parameters in Heteroskedastic Vector Autoregressions
Boswijk, H. Peter; Cavaliere, Giuseppe; Rahbek, Anders; … - 2013
It is well established that the shocks driving many key macro-economic and financial variables display time-varying volatility. In this paper we consider estimation and hypothesis testing on the coefficients of the co-integrating relations and the adjustment coefficients in vector...
Persistent link: https://www.econbiz.de/10010328330
Saved in:
Cover Image
Inference on Co-integration Parameters in Heteroskedastic Vector Autoregressions
Boswijk, H. Peter; Cavaliere, Giuseppe; Rahbek, Anders; … - Økonomisk Institut, Københavns Universitet - 2013
It is well established that the shocks driving many key macro-economic and financial variables display time-varying volatility. In this paper we consider estimation and hypothesis testing on the coefficients of the co-integrating relations and the adjustment coefficients in vector...
Persistent link: https://www.econbiz.de/10010722850
Saved in:
Cover Image
Inference on Co-integration Parameters in Heteroskedastic Vector Autoregressions
Boswijk, H. Peter; Cavaliere, Giuseppe; Rahbek, Anders; … - Tinbergen Instituut - 2013
It is well established that the shocks driving many key macro-economic and financial variables display time-varying volatility. In this paper we consider estimation and hypothesis testing on the coefficients of the co-integrating relations and the adjustment coefficients in vector...
Persistent link: https://www.econbiz.de/10011256108
Saved in:
Cover Image
Inference on co-integration parameters in heteroskedastic vector autoregressions
Boswijk, Herman Peter; Cavaliere, Giuseppe; Rahbek, Anders - 2013
It is well established that the shocks driving many key macro-economic and financial variables display time-varying volatility. In this paper we consider estimation and hypothesis testing on the coefficients of the co-integrating relations and the adjustment coefficients in vector...
Persistent link: https://www.econbiz.de/10010225789
Saved in:
Cover Image
Inference on co-integration parameters in heteroskedastic vector autoregressions
Boswijk, Herman Peter; Cavaliere, Giuseppe; Rahbek, Anders - In: Journal of econometrics 192 (2016) 1, pp. 64-85
Persistent link: https://www.econbiz.de/10011615672
Saved in:
A service of the
zbw
  • Sitemap
  • Plain language
  • Accessibility
  • Contact us
  • Imprint
  • Privacy

Loading...