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WHAT DO HETEROSKEDASTICITY TES...
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Ökonometrie
169
Econometrics
161
Theorie
122
Theory
122
Estimation theory
100
Schätztheorie
100
Heteroscedasticity
86
Heteroskedastizität
86
Zeitreihenanalyse
43
Time series analysis
41
Regression analysis
30
Regressionsanalyse
30
Nichtparametrisches Verfahren
25
Nonparametric statistics
25
Statistical test
25
Statistischer Test
25
Heteroskedasticity
24
Autocorrelation
22
Autokorrelation
22
Panel
21
Panel study
21
Induktive Statistik
16
Statistical inference
16
ARCH model
15
ARCH-Modell
15
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14
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14
Method of moments
14
Momentenmethode
14
Schätzung
14
Estimation
13
Volatility
13
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13
Correlation
11
Korrelation
11
Robust statistics
11
Robustes Verfahren
11
Statistical theory
11
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11
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9
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Article
213
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52
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246
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246
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50
Sammelwerk
50
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16
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12
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6
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English
265
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Ghysels, Eric
8
Sun, Yixiao
7
Granger, C. W. J.
6
Hsiao, Cheng
6
Taylor, Robert
6
Barnett, William A.
5
McAleer, Michael
5
Xiao, Zhijie
5
Aigner, Dennis J.
4
Bauwens, Luc
4
Cai, Zongwu
4
Chen, Songnian
4
Dufour, Jean-Marie
4
Elliott, Graham
4
Hong, Yongmiao
4
Hwang, Jungbin
4
Phillips, Peter C. B.
4
Swanson, Norman R.
4
Wansbeek, Tom
4
Zellner, Arnold
4
Amemiya, Takeshi
3
Bai, Jushan
3
Baltagi, Badi H.
3
Basmann, R. L.
3
Boswijk, Herman Peter
3
Dijk, Herman K. van
3
Golan, Amos
3
Hausman, Jerry A.
3
Khan, Shakeeb
3
King, Maxwell L.
3
Lee, Lung-fei
3
Li, Qi
3
Li, Tong
3
Liao, Yuan
3
Mariano, Roberto S.
3
Renault, Eric
3
Scaillet, Olivier
3
Sentana, Enrique
3
Sickles, Robin C.
3
Veredas, David
3
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(EC)2 Conference <1, 1990; 2, 1991>
1
Econometrisch Instituut <Rotterdam>
1
International Conference on Econometrics <2016, Melbourne>
1
International Symposium on Econometrics of Specification Test in 30 Years <2010, Xiamen>
1
Sir Clive Granger Memorial Conference <2010, Nottingham>
1
Published in...
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Journal of econometrics
IMF Working Papers
239
Cahiers de recherche
138
Econometric reviews
104
Econometric theory
98
Papers / Center for Operations Research and Econometrics (CORE), École des Sciences Économiques de Louvain
88
SpringerLink / Bücher
87
NBER working paper series
80
NBER Working Paper
77
Erasmus University of Rotterdam - Econometric Institute
64
Working paper / National Bureau of Economic Research, Inc.
64
Economics letters
63
MPRA Paper
61
Tilburg - Center for Economic Research
61
Contributions to economic analysis
58
Research Memorandum / Tilburg University, School of Economics and Management
56
Handbooks in economics
55
Advances in econometrics
54
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
50
Econometric Society monographs
48
Journal of economic literature
48
The econometrics journal
48
CEMMAP working papers / Centre for Microdata Methods and Practice
44
Working paper
44
Working papers / Wisconsin Madison - Social Systems
44
Staff working paper / Bank of Canada
43
The economic journal : the journal of the Royal Economic Society
43
Toulouse - GREMAQ
43
Journal of applied econometrics
41
G.R.E.Q.A.M.
40
American journal of agricultural economics
39
MIT Press Books
39
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
38
Discussion paper series / IZA
37
Monash Econometrics and Business Statistics Working Papers
37
Regional science & urban economics
37
Cowles Foundation discussion paper
36
Journal of Economic Studies
36
Discussion papers / Deutsches Institut für Wirtschaftsforschung
35
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
34
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ECONIS (ZBW)
258
USB Cologne (EcoSocSci)
7
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1
Inference of bidders’ risk attitudes in ascending auctions with endogenous entry
Fang, Hanming
;
Tang, Xun
- In:
Journal of econometrics
180
(
2014
)
2
,
pp. 198-216
Persistent link: https://www.econbiz.de/10010433388
Saved in:
2
Asymptotically honest confidence regions for high dimensional parameters by the desparsified conservative Lasso
Caner, Mehmet
;
Kock, Anders Bredahl
- In:
Journal of econometrics
203
(
2018
)
1
,
pp. 143-168
Persistent link: https://www.econbiz.de/10011974644
Saved in:
3
Estimating censored regression models in the presence of nonparametric multiplicative
heteroskedasticity
Chen, Songnian
;
Khan, Shakeeb
- In:
Journal of econometrics
98
(
2000
)
2
,
pp. 283-316
Persistent link: https://www.econbiz.de/10001497787
Saved in:
4
Efficiency results of MLE and GMM estimation with sampling weights
Butler, John S.
- In:
Journal of econometrics
96
(
2000
)
1
,
pp. 25-37
Persistent link: https://www.econbiz.de/10001466740
Saved in:
5
Robustifying Glejser test of
heteroskedasticity
Im, KyungSo
- In:
Journal of econometrics
97
(
2000
)
1
,
pp. 179-188
Persistent link: https://www.econbiz.de/10001487329
Saved in:
6
Glejser's test revisited
Machado, José A. F.
;
Silva, João Santos
- In:
Journal of econometrics
97
(
2000
)
1
,
pp. 189-202
Persistent link: https://www.econbiz.de/10001487332
Saved in:
7
An invarant sign test for random walks based on recursive median adjustment
So, Beong Soo
;
Shin, Dong-wan
- In:
Journal of econometrics
102
(
2001
)
2
,
pp. 197-229
Persistent link: https://www.econbiz.de/10001580614
Saved in:
8
On regression-based
tests
for seasonal unit roots in the presence of periodic heteroscedasticity
Burridge, Peter
;
Taylor, Robert
- In:
Journal of econometrics
104
(
2001
)
1
,
pp. 91-117
Persistent link: https://www.econbiz.de/10001589527
Saved in:
9
Exact non-parametric
tests
for a random walk with unknown drift under conditional heteroscedasticity
Luger, Richard
- In:
Journal of econometrics
115
(
2003
)
2
,
pp. 259-276
Persistent link: https://www.econbiz.de/10001768298
Saved in:
10
Stochastic cointegration : estimation and inference
Harris, David
;
McCabe, Brendan Peter Martin
;
Leybourne, …
- In:
Journal of econometrics
111
(
2002
)
2
,
pp. 363-384
Persistent link: https://www.econbiz.de/10001715761
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