Narrow search
Showing 1 - 10 of 44
Cover Image
VAR for VaR: measuring tail dependence using multivariate regression quantiles
White, Halbert; Kim, Tae-hwan; Manganelli, Simone - In: Journal of econometrics 187 (2015) 1, pp. 169-188
Persistent link: https://www.econbiz.de/10011498808
Cover Image
Unit root tests with a break in innovation variance
Kim, Tae-hwan; Leybourne, Stephen James; Newbold, Paul - In: Journal of econometrics 109 (2002) 2, pp. 365-387
Persistent link: https://www.econbiz.de/10001689187
Cover Image
Quantile cointegration in the autoregressive distributed-lag modeling framework
Cho, Jin Seo; Kim, Tae-hwan; Shin, Yongcheol - In: Journal of econometrics 188 (2015) 1, pp. 281-300
Persistent link: https://www.econbiz.de/10011500352
Cover Image
Regularity conditions for Cox's test of non-nested hypotheses
White, Halbert - In: Journal of econometrics 19 (1982) 2/3, pp. 301-318
Persistent link: https://www.econbiz.de/10003000608
Cover Image
Time-series estimation of the effects of natural experiments
White, Halbert - In: Journal of econometrics 135 (2006) 1/2, pp. 527-566
Persistent link: https://www.econbiz.de/10003376113
Cover Image
Unit root tests with a break in innovation variance
Kim, Tae-Hwan; Leybourne, Stephen; Newbold, Paul - In: Journal of econometrics 109 (2002) 2, pp. 365-388
Persistent link: https://www.econbiz.de/10006767453
Cover Image
Subsampling the distribution of diverging statistics with applications to finance
Bertail, Patrice; Haefke, Christian; Politis, Dimitris N.; … - In: Journal of econometrics 120 (2004) 2, pp. 295-326
Persistent link: https://www.econbiz.de/10006757388
Cover Image
Information criteria for selecting possibly misspecified parametric models
Sin, Chor-Yiu; White, Halbert - In: Journal of econometrics 71 (1996) 1-2, pp. 207-226
Persistent link: https://www.econbiz.de/10006794479
Cover Image
Comments on testing economic theories and the use of model selection criteria
Granger, Clive W.J.; King, Maxwell L.; White, Halbert - In: Journal of econometrics 67 (1995) 1, pp. 173-188
Persistent link: https://www.econbiz.de/10006798458
Cover Image
Testing for neglected nonlinearity in time series models: A comparison of neural network methods and alternative tests
Lee, Tae-Hwy; White, Halbert; Granger, Clive W.J. - In: Journal of econometrics 56 (1993) 3, pp. 269-290
Persistent link: https://www.econbiz.de/10006805309