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Identifying the Brownian covariation from the co-jumps given discrete observations
Mancini, Cecilia; Gobbi, Fabio - In: Econometric theory 28 (2012) 2, pp. 249-273
Persistent link: https://www.econbiz.de/10009520971
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Asymptotics for cointegrated processes with infrequent stochastic level shifts and outliers
Georgiev, Iliyan - In: Econometric theory 24 (2008) 3, pp. 587-615
Persistent link: https://www.econbiz.de/10003894270
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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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On the power of invariant tests for hypotheses on a covariance matrix
Preinerstorfer, David; Pötscher, Benedikt M. - In: Econometric theory 33 (2017) 1, pp. 1-68
Persistent link: https://www.econbiz.de/10011665247
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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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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
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On testing for serial correlation with a wavelet-based spectral density estimator in multivariate time series
Duchesne, Pierre - In: Econometric theory 22 (2006) 4, pp. 633-676
Persistent link: https://www.econbiz.de/10003351876
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Simple, robust, and powerful tests of the breaking trend hypothesis
Harvey, David I.; Leybourne, Stephen James; Taylor, Robert - In: Econometric theory 25 (2009) 4, pp. 995-1029
Persistent link: https://www.econbiz.de/10003875923
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Estimation of integrated covariances in the simultaneous presence of nonsynchronicity, microstructure noise and jumps
Koike, Yuta - In: Econometric theory 32 (2016) 3, pp. 533-611
Persistent link: https://www.econbiz.de/10011606815