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A score statistic for testing the presence of a stochastic trend in conditional variances
Hong, Yongmiao
;
Linton, Oliver
;
McCabe, Brendan Peter Martin
- In:
Economics letters
213
(
2022
),
pp. 1-6
Persistent link: https://www.econbiz.de/10013442141
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Adjusted-range self-normalized confidence interval construction for censored dependent data
Sun, Jiajing
;
Hong, Yongmiao
;
Linton, Oliver
;
Zhao, Xiaolu
- In:
Economics letters
220
(
2022
),
pp. 1-5
Persistent link: https://www.econbiz.de/10013473110
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