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WHAT DO HETEROSKEDASTICITY TES...
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Ghysels, E.
39
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25
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21
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Schmidt, P.
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8
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8
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RePEc
2,953
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149
BASE
54
ECONIS (ZBW)
1
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1
An Exponential Bound for the Permutational Distribution of a First-Order Autocorrelation Coefficient.
Dufour, J.-M.
;
Hallin, M.
-
Centre Interuniversitaire de Recherche en Économie …
-
1991
Persistent link: https://www.econbiz.de/10005545587
Saved in:
2
An Exponential Bound for the Permutational Distribution of a First-Order Autocorrelation Coefficient.
Dufour, J.M.
;
Hallin, M.
-
Département de Sciences Économiques, Université de …
-
1991
Persistent link: https://www.econbiz.de/10005545739
Saved in:
3
WHAT DO
HETEROSKEDASTICITY
TESTS
DETECT?.
DUTTA, J.
;
ZAMAN, A.
-
Graduate School of Business, Columbia University
-
1989
Persistent link: https://www.econbiz.de/10005776734
Saved in:
4
PREDICTION IN DYNAMIC MODELS WITH TIME DEPENDENT CONDITIONAL VARIANCES.
BAILLIE, R.T.
;
BOLLERSLEV, R.T.
-
Economics Department, Michigan State University
-
1990
Persistent link: https://www.econbiz.de/10005781229
Saved in:
5
ON THE ROBUSTNESS OF
TESTS
OF OUTLIERS AND FUNCTIONAL FORM.
MCALEER, M.
;
TSE, Y.K.
-
Institute of Social and Economic Research (ISER), Osaka …
-
1989
Persistent link: https://www.econbiz.de/10008469036
Saved in:
6
ON THE ROBUSTNESS OF
TESTS
OF OUTLIERS AND FUNCTIONAL FORM.
MCALEER, M.
;
TSE, Y.K.
-
Institute of Social and Economic Research (ISER), Osaka …
-
1989
Persistent link: https://www.econbiz.de/10005670077
Saved in:
7
CONDITIONAL MOMENT
TESTS
WITH EXPLICIT ALTERNATIVE.
CAMERON, A.C.
;
TRIVEDI, P.K.
-
California Davis - Institute of Governmental Affairs
-
1990
Persistent link: https://www.econbiz.de/10005656824
Saved in:
8
PORTFOLIO EFFICIENCY
TESTS
BASED ON STOCHASTIC DOMINANCE AND COINTEGRATION.
SENGUPTA, J.K.
;
PARK, H.S.
-
1990
Persistent link: https://www.econbiz.de/10005664081
Saved in:
9
BOOTSTRAPPING HIV/AIDS PROJECTION MODELS: BACK CALCULATION WITH LINEAR INEQUALITY-CONSTRAINTED REGRESSION.
HAY, J.W.
;
WOLAK, F.A.
-
Hoover Institution on War Revolution & Peace, Stanford …
-
1990
Persistent link: https://www.econbiz.de/10005776121
Saved in:
10
Identification, Estimation and Testing of Conditionally Heteroskedastic Factor Model
Sentana, E.
;
Fiorentini, G.
-
Centro de Estudios Monetarios y Financieros (CEMFI)
-
1997
We investigate several important inference issues for factor models with dynamic
heteroskedasticity
in the common …
Persistent link: https://www.econbiz.de/10005625772
Saved in:
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