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Stationarity tests under time-varying second moments
Cavaliere, Giuseppe; Taylor, Robert - In: Econometric theory 21 (2005) 6, pp. 1112-1129
Persistent link: https://www.econbiz.de/10003193565
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A strong consistency proof for heteroskedasticity and autocorrelation consistent covariance matrix estimators
Jong, Robert M. de - In: Econometric theory 16 (2000) 2, pp. 262-268
Persistent link: https://www.econbiz.de/10001483373
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A general method to estimate correlated discrete random variables
Ophem, Hans van - In: Econometric theory 15 (1999) 2, pp. 228-237
Persistent link: https://www.econbiz.de/10001381847
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Testing for serial correlation of unknown form using wavelet methods
Lee, Jin; Hong, Yongmiao - In: Econometric theory 17 (2001) 2, pp. 386-423
Persistent link: https://www.econbiz.de/10001568402
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On the range of correlation coefficients of bivariate ordered discrete random variables
Lee, Lung-fei - In: Econometric theory 17 (2001) 1, pp. 247-256
Persistent link: https://www.econbiz.de/10001556118
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Some limit theory for autocovariances whose order depends on sample size
Harris, David; McCabe, Brendan Peter Martin; Leybourne, … - In: Econometric theory 19 (2003) 5, pp. 829-864
Persistent link: https://www.econbiz.de/10001802822
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Asymptotics for GARCH squared residual correlations
Berkes, István; Horváth, Lajos; Kokoszka, Piotr - In: Econometric theory 19 (2003) 4, pp. 515-540
Persistent link: https://www.econbiz.de/10001777176
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Consistent covariance matrix estimation for linear processes
Jansson, Michael - In: Econometric theory 18 (2002) 6, pp. 1449-1459
Persistent link: https://www.econbiz.de/10001716914
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Automatic positive semidefinite HAC covariance matrix and GMM estimation
Smith, Richard J. - In: Econometric theory 21 (2005) 1, pp. 158-170
Persistent link: https://www.econbiz.de/10002674667
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Robust covariance matrix estimation : HAC estimates with long memory/antipersistence correction
Robinson, Peter M. - In: Econometric theory 21 (2005) 1, pp. 171-180
Persistent link: https://www.econbiz.de/10002674673