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Robust asymptotic inference in autoregressive models with martingale difference errors
Gospodinov, Nikolaj - In: Econometric reviews 24 (2005) 1, pp. 59-81
Persistent link: https://www.econbiz.de/10002655592
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ROBUST ASYMPTOTIC INFERENCE IN AUTOREGRESSIVE MODELS WITH MARTINGALE DIFFERENCE ERRORS
Gospodinov, Nikolay - In: Econometric reviews 24 (2005) 1, pp. 59-82
Persistent link: https://www.econbiz.de/10006877236
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Bootstrap Unit Root Tests in Models with GARCH(1,1) Errors
Gospodinov, Nikolay; Tao, Ye - In: Econometric reviews 30 (2011) 4, pp. 379-406
Persistent link: https://www.econbiz.de/10008928109
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Bootstrap unit root tests in models with GARCH (1,1) errors
Gospodinov, Nikolaj; Tao, Ye - In: Econometric reviews 30 (2011) 4, pp. 379-405
Persistent link: https://www.econbiz.de/10009130266
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Asymptotic variance approximations for invariant estimators in uncertain asset-pricing models
Gospodinov, Nikolaj; Kan, Raymond; Robotti, Cesare - In: Econometric reviews 37 (2018) 6/10, pp. 695-718
Persistent link: https://www.econbiz.de/10012040404
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Multivariate return decomposition : theory and implications
Anatolyev, Stanislav; Gospodinov, Nikolaj - In: Econometric reviews 38 (2019) 5, pp. 487-508
Persistent link: https://www.econbiz.de/10012181325