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Synchronization of cycles
Harding, Don; Pagan, Adrian R. - In: Journal of econometrics 132 (2006) 1, pp. 59-79
Persistent link: https://www.econbiz.de/10003320244
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Sparse Bayesian time-varying covariance estimation in many dimensions
Kastner, Gregor - In: Journal of econometrics 210 (2019) 1, pp. 98-115
Persistent link: https://www.econbiz.de/10012303382
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A test for constant correlations in a multivariate GARCH model
Tse, Yiu Kuen - In: Journal of econometrics 98 (2000) 1, pp. 107-127
Persistent link: https://www.econbiz.de/10001497684
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A new semiparametric spatial model for panel time series
Chen, Xiaoheng; Conley, Timothy G. - In: Journal of econometrics 105 (2001) 1, pp. 59-83
Persistent link: https://www.econbiz.de/10001617144
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A test for volatility spillover with application to exchange rates
Hong, Yongmiao - In: Journal of econometrics 103 (2001) 1/2, pp. 183-224
Persistent link: https://www.econbiz.de/10001585360
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The asymptotic variance of subspace estimates
Chiuso, Alessandro; Picci, Giorgio - In: Journal of econometrics 118 (2004) 1/2, pp. 257-291
Persistent link: https://www.econbiz.de/10001823135
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Kernel-based nonlinear canonical analysis and time reversibility
Darolles, Serge; Florens, Jean-Pierre; Gouriéroux, … - In: Journal of econometrics 119 (2004) 2, pp. 323-353
Persistent link: https://www.econbiz.de/10001956316
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Optimal weighted average power similar tests for the covariance structure in the linear regression model
Forchini, Giovanni - In: Journal of econometrics 124 (2005) 2, pp. 253-267
Persistent link: https://www.econbiz.de/10002515539
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Testing for a unit root in panels with dynamic factors
Moon, Hyungsik Roger; Perron, Benoit - In: Journal of econometrics 122 (2004) 1, pp. 81-126
Persistent link: https://www.econbiz.de/10002136502
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Testing and support recovery of correlation structures for matrix-valued observations with an application to stock market data
Chen, Xin; Yang, Dan; Yan, Xu; Xia, Yin; Wang, Dong; … - In: Journal of econometrics 232 (2023) 2, pp. 544-564
Persistent link: https://www.econbiz.de/10014340639