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FIRST-ORDER ASYMPTOTIC THEORY...
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First-order asymptotic theory for parametric misspecification tests of GARCH models
Halunga, Andreea G.
;
Orme, Chris D.
- In:
Econometric theory
25
(
2009
)
2
,
pp. 364-410
Persistent link: https://www.econbiz.de/10003818296
Saved in:
2
A heteroskedasticity robust Breusch-Pagan test for Contemporaneous correlation in dynamic panel data models
Halunga, Andreea G.
;
Orme, Chris D.
;
Yamagata, Takashi
- In:
Journal of econometrics
198
(
2017
)
2
,
pp. 209-230
Persistent link: https://www.econbiz.de/10011818781
Saved in:
3
Ratio-based estimators for a change point in persistence
Halunga, Andreea G.
;
Osborn, Denise R.
- In:
Journal of econometrics
171
(
2012
)
1
,
pp. 24-31
Persistent link: https://www.econbiz.de/10009686744
Saved in:
4
Consistent testing of functional form in time series models
Davidson, James E. H.
;
Halunga, Andreea G.
- In:
Essays in nonlinear time series econometrics
,
(pp. 28-56)
.
2014
Persistent link: https://www.econbiz.de/10010385315
Saved in:
5
Consistent model specification testing
Davidson, James E. H.
;
Halunga, Andreea G.
-
2013
Persistent link: https://www.econbiz.de/10010343739
Saved in:
6
Changes in the order of integration of US and UK inflation
Halunga, Andreea G.
;
Osborn, Denise R.
;
Sensier, Marianne
- In:
Economics letters
102
(
2009
)
1
,
pp. 30-32
Persistent link: https://www.econbiz.de/10003822158
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7
Neglecting structural breaks when estimating and valuing dynamic correlations for asset allocation
Halunga, Andreea G.
;
Savva, Christos S.
- In:
Econometric reviews
38
(
2019
)
6
,
pp. 660-678
Persistent link: https://www.econbiz.de/10012181343
Saved in:
8
Controlling the significance levels of prediction error tests for linear regression models
Godfrey, L. G.
;
Orme, Chris D.
- In:
The econometrics journal
3
(
2000
)
1
,
pp. 66-83
Persistent link: https://www.econbiz.de/10001532218
Saved in:
9
A generalized logistic Tobit model
Fry, Tim R. L.
;
Orme, Chris D.
- In:
Journal of quantitative economics : official journal of …
14
(
1998
)
1
,
pp. 23-32
Persistent link: https://www.econbiz.de/10001444722
Saved in:
10
The statistical relationship between bivariate and multinomial choice models
Weeks, Melvyn
;
Orme, Chris D.
-
1999
Persistent link: https://www.econbiz.de/10001407267
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