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Journal of econometrics
Working paper series / University of Zurich, Department of Economics
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48
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Subsampling for heteroskedastic time series
Politis, Dimitris N.
;
Romano, Joseph P.
;
Wolf, Michael
- In:
Journal of econometrics
81
(
1997
)
2
,
pp. 281-317
Persistent link: https://www.econbiz.de/10001229279
Saved in:
2
Subsampling for heteroskedastic time series
Politis, D.N.
;
Romano, Joseph P.
;
Wolf, Michael
- In:
Journal of econometrics
81
(
1997
)
2
,
pp. 281-318
Persistent link: https://www.econbiz.de/10006791190
Saved in:
3
Resurrecting weighted least squares
Romano, Joseph P.
;
Wolf, Michael
- In:
Journal of econometrics
197
(
2017
)
1
,
pp. 1-19
Persistent link: https://www.econbiz.de/10011818334
Saved in:
4
Subsampling the distribution of diverging statistics with applications to finance
Bertail, Patrice
;
Häfke, Christian
;
Politis, Dimitris N.
; …
- In:
Journal of econometrics
120
(
2004
)
2
,
pp. 295-326
Persistent link: https://www.econbiz.de/10002028637
Saved in:
5
Distribution theory for the studentized mean for long, short, and negative memory time series
McElroy, Tucker
;
Politis, Dimitris N.
- In:
Journal of econometrics
177
(
2013
)
1
,
pp. 60-76
Persistent link: https://www.econbiz.de/10010189878
Saved in:
6
Spectral density and spectral distribution inference for long memory time series via fixed-b asymptotics
McElroy, Tucker
;
Politis, Dimitris N.
- In:
Journal of econometrics
182
(
2014
)
1
,
pp. 211-225
Persistent link: https://www.econbiz.de/10010497087
Saved in:
7
Unit root testing via the stationary bootstrap
Parker, Cameron
;
Paparoditis, Efstathios
;
Politis, …
- In:
Journal of econometrics
133
(
2006
)
2
,
pp. 601-638
Persistent link: https://www.econbiz.de/10003359595
Saved in:
8
Multivariate and multiple permutation tests
Chung, EunYi
;
Romano, Joseph P.
- In:
Journal of econometrics
193
(
2016
)
1
,
pp. 76-91
Persistent link: https://www.econbiz.de/10011704767
Saved in:
9
Covariate adjustment in experiments with matched pairs
Bai, Yuehao
;
Jiang, Liang
;
Romano, Joseph P.
;
Shaikh, …
- In:
Journal of econometrics
241
(
2024
)
1
,
pp. 1-17
Persistent link: https://www.econbiz.de/10015075147
Saved in:
10
Subsampling inference in threshold autoregressive models
Gonzalo, Jesús
;
Wolf, Michael
- In:
Journal of econometrics
127
(
2005
)
2
,
pp. 201-224
Persistent link: https://www.econbiz.de/10007781566
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