Narrow search
Showing 1 - 10 of 810
Cover Image
Determining the cointegration rank in heteroskedastic VAR models of unknown order
Cavaliere, Giuseppe; De Angelis, Luca; Rahbek, Anders; … - In: Econometric theory 34 (2018) 2, pp. 349-382
Persistent link: https://www.econbiz.de/10011950959
Cover Image
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
Cover Image
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
Cover Image
ARMA representation of squared Markov switching heteroskedastic models - solution
Distaso, Walter - In: Econometric theory 19 (2003) 2, pp. 412-413
Persistent link: https://www.econbiz.de/10001745838
Cover Image
HAC estimation by automated regression
Phillips, Peter C. B. - In: Econometric theory 21 (2005) 1, pp. 116-142
Persistent link: https://www.econbiz.de/10002674646
Cover Image
Local asymptotic normality of general conditionally heteroskedastic and score-driven time-series models
Francq, Christian; Zakoïan, Jean-Michel - In: Econometric theory 39 (2023) 5, pp. 1067-1092
Persistent link: https://www.econbiz.de/10014436596
Cover Image
A powerful subvector Anderson-Rubin test in linear instrumental variables regression with conditional heteroskedasticity
Guggenberger, Patrik; Kleibergen, Frank; Mavroeidis, … - In: Econometric theory 40 (2024) 5, pp. 957-1002
Persistent link: https://www.econbiz.de/10015154314
Cover Image
Asymptotic distribution-free diagnostic tests for heteroskedastic time series models
Escanciano, J. Carlos - In: Econometric theory 26 (2010) 3, pp. 744-773
Persistent link: https://www.econbiz.de/10003992428
Cover Image
LAD asymptotics under conditional heteroskedasticity with possibly infinite error densities
Cho, Jin Seo; Han, Chirok; Phillips, Peter C. B. - In: Econometric theory 26 (2010) 3, pp. 953-962
Persistent link: https://www.econbiz.de/10003992445
Cover Image
Empirical-likelihood-based confidence intervals for conditional variance in heteroskedastic regression models
Chan, Ngai Hang; Peng, Liang; Zhang, Dabao - In: Econometric theory 27 (2011) 1, pp. 154-177
Persistent link: https://www.econbiz.de/10009127139