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WHAT DO HETEROSKEDASTICITY TES...
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Econometrics
58
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58
Theorie
53
Theory
53
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41
Heteroskedastizität
41
Estimation theory
25
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25
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Phillips, Peter C. B.
13
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6
Harris, David
4
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4
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3
Bjerkholt, Olav
3
Leybourne, Stephen James
3
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2
Cavaliere, Giuseppe
2
Cho, Jin Seo
2
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2
Hansen, Bruce E.
2
He, Changli
2
Hendry, David F.
2
Jin, Sainan
2
Kew, Hsein
2
Kiefer, Nicholas M.
2
Kitamura, Yuichi
2
Kuersteiner, Guido M.
2
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2
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2
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2
Rahbek, Anders
2
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2
Sargan, John Denis
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Su, Liangjun
2
Sun, Yixiao
2
Teräsvirta, Timo
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Yu, Jun
2
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1
Andersen, Torben
1
Bandi, Federico M.
1
Bauer, Dietmar
1
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1
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1
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1
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1
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64
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61
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58
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56
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41
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40
American journal of agricultural economics
39
MIT Press Books
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Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
38
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37
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37
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ECONIS (ZBW)
98
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1
Continuously updated indirect inference in heteroskedastic spatial models
Kyriacou, Maria
;
Phillips, Peter C. B.
;
Rossi, Francesca
- In:
Econometric theory
39
(
2023
)
1
,
pp. 107-145
Persistent link: https://www.econbiz.de/10014247296
Saved in:
2
Fourth moment structure of the GARCH(p,q) process
He, Changli
;
Teräsvirta, Timo
- In:
Econometric theory
15
(
1999
)
6
,
pp. 824-846
Persistent link: https://www.econbiz.de/10001507480
Saved in:
3
Long and short memory conditional
heteroskedasticity
in estimating the memory parameter of levels
Robinson, Peter M.
;
Henry, Mark S.
- In:
Econometric theory
15
(
1999
)
3
,
pp. 299-336
Persistent link: https://www.econbiz.de/10001434304
Saved in:
4
LM
tests
in the presence of non-normal error distributions
Furno, Marilena
- In:
Econometric theory
16
(
2000
)
2
,
pp. 249-261
Persistent link: https://www.econbiz.de/10001483372
Saved in:
5
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
Saved in:
6
Asymptotically efficient median regresssion in the presence of
heteroskedasticity
of unknown form
Zhao, Quanshui
- In:
Econometric theory
17
(
2001
)
4
,
pp. 765-784
Persistent link: https://www.econbiz.de/10001606794
Saved in:
7
A consistent test for conditional
heteroskedasticity
in time-series regression models
Hsiao, Cheng
;
Li, Qi
- In:
Econometric theory
17
(
2001
)
1
,
pp. 188-221
Persistent link: https://www.econbiz.de/10001556097
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8
Generalized empirical likelihood-based model selection criteria for moment condition models
Hong, Han
;
Preston, Bruce
;
Shum, Matthew
- In:
Econometric theory
19
(
2003
)
6
,
pp. 923-943
Persistent link: https://www.econbiz.de/10001818910
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9
Semiparametric estimation of a heteroskedastic sample selection model
Chen, Songnian
;
Khan, Shakeeb
- In:
Econometric theory
19
(
2003
)
6
,
pp. 1040-1064
Persistent link: https://www.econbiz.de/10001818962
Saved in:
10
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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