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A test for second order stationarity of a multivariate time series
Jentsch, Carsten; Subba Rao, Suhasini - In: Journal of econometrics 185 (2015) 1, pp. 124-161
Persistent link: https://www.econbiz.de/10011339888
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Two-stage stationary bootstrapping for bivariate average realized volatility matrix under market microstructure noise and asynchronicity
Hwang, Eunju; Shin, Dong-wan - In: Journal of econometrics 202 (2018) 2, pp. 178-195
Persistent link: https://www.econbiz.de/10011974560
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White noise testing and model diagnostic checking for functional time series
Zhang, Xianyang - In: Journal of econometrics 194 (2016) 1, pp. 76-95
Persistent link: https://www.econbiz.de/10011705041
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Bootstrapping integrated covariance matrix estimators in noisy jump-diffusion models with non-synchronous trading
Hounyo, Ulrich - In: Journal of econometrics 197 (2017) 1, pp. 130-152
Persistent link: https://www.econbiz.de/10011818349
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Testing for prospect and Markowitz stochastic dominance efficiency
Arvanitis, Stelios; Topaloglou, Nikolas - In: Journal of econometrics 198 (2017) 2, pp. 253-270
Persistent link: https://www.econbiz.de/10011818790
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Predictive ability tests with possibly overlapping models
Corradi, Valentina; Fosten, Jack; Gutknecht, Daniel - In: Journal of econometrics 241 (2024) 1, pp. 1-24
Persistent link: https://www.econbiz.de/10015075140