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isPartOf:"Discussion paper / Department of Economics, University of California San Diego"
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Discussion paper / Department of Economics, University of California San Diego
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A convergent t-statistic in spurious regressions
Sun, Yixiao
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2003
Persistent link: https://www.econbiz.de/10001753294
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Consistent HAC estimation and robust regression testing using sharp origin kernels with no truncation
Phillips, Peter C. B.
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Sun, Yixiao
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Jin, Sainan
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2003
Persistent link: https://www.econbiz.de/10001753309
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Structurally-induced volatility clustering
Granger, C. W. J.
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Machina, Mark J.
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2002
Persistent link: https://www.econbiz.de/10001711705
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Autoregressive conditional heteroskedasticity and changes in regime
Hamilton, James D.
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Susmel, Raul
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1993
Persistent link: https://www.econbiz.de/10000877974
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