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1
Multi-scale tests for serial correlation
Gençay, Ramazan
;
Signori, Daniele
- In:
Journal of econometrics
184
(
2015
)
1
,
pp. 62-80
Persistent link: https://www.econbiz.de/10011326817
Saved in:
2
Heteroscedasticity
testing after outlier removal
Berenguer-Rico, Vanessa
;
Wilms, Ines
- In:
Econometric reviews
40
(
2021
)
1
,
pp. 51-85
Persistent link: https://www.econbiz.de/10012483796
Saved in:
3
Tests for serial correlation of unknown form in dynamic least squares regression with
wavelets
Li, Meiyu
;
Gençay, Ramazan
- In:
Economics letters
155
(
2017
),
pp. 104-110
Persistent link: https://www.econbiz.de/10011821626
Saved in:
4
Parsimony inducing priors for large scale state-space models
Lopes, Hedibert Freitas
;
McCulloch, Robert E.
;
Tsay, Ruey S.
- In:
Journal of econometrics
230
(
2022
)
1
,
pp. 39-61
Persistent link: https://www.econbiz.de/10013441913
Saved in:
5
Testing for serial correlation in the presence of conditional heteroskedasticity
Silvapulle, Paramsothy
;
Evans, Merran
-
1993
Persistent link: https://www.econbiz.de/10000878855
Saved in:
6
Testing for serial correlation in the presence of conditional heteroskedasticity
Silvapulle, Paramsothy
;
Evans, Merran
-
1993
Persistent link: https://www.econbiz.de/10000142833
Saved in:
7
Finite-sample corrected inference for two-step GMM in time series
Hwang, Jungbin
;
Valdés, Gonzalo
- In:
Journal of econometrics
234
(
2023
)
1
,
pp. 327-352
Persistent link: https://www.econbiz.de/10014364895
Saved in:
8
Testing for nonlinear cointegration under heteroskedasticity
Hanck, Christoph
;
Massing, Till Philipp Georg
- In:
Econometric reviews
44
(
2025
)
4
,
pp. 512-543
Persistent link: https://www.econbiz.de/10015196620
Saved in:
9
A heteroskedasticity and autocorrelation robust F test using an orthonormal series variance estimator
Sun, Yixiao
- In:
The econometrics journal
16
(
2013
)
1
,
pp. 1-26
Persistent link: https://www.econbiz.de/10009722516
Saved in:
10
Testing for
heteroscedasticity
in jumpy and noisy high-frequency data : a resampling approach
Christensen, Kim
;
Hounyo, Ulrich
;
Podolskij, Mark
-
2016
Persistent link: https://www.econbiz.de/10011541690
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