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Horváth, Lajos
20
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14
Aue, Alexander
7
Berkes, István
4
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3
Hušková, Marie
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Econometric theory
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Testing for stochastic dominance using the weighted McFadden-type statistic
Horváth, Lajos
;
Kokoszka, Piotr
;
Zitikis, Riardas
- In:
Journal of econometrics
133
(
2006
)
1
,
pp. 191-206
Persistent link: https://www.econbiz.de/10007288082
Saved in:
2
Change-point monitoring in linear models
Aue, Alexander
;
Horváth, Lajos
;
Husková, Marie
; …
- In:
The econometrics journal
9
(
2006
)
3
,
pp. 373-403
Persistent link: https://www.econbiz.de/10007402526
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3
ESTIMATION OF THE MAXIMAL MOMENT EXPONENT OF A GARCH(1,1) SEQUENCE
Berkes, István
;
Horváth, Lajos
;
Kokoszka, Piotr
- In:
Econometric theory
19
(
2003
)
4
,
pp. 565-586
Persistent link: https://www.econbiz.de/10006968112
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4
ASYMPTOTICS FOR GARCH SQUARED RESIDUAL CORRELATIONS
Berkes, István
;
Horváth, Lajos
;
Kokoszka, Piotr
- In:
Econometric theory
19
(
2003
)
4
,
pp. 515-540
Persistent link: https://www.econbiz.de/10006968114
Saved in:
5
Articles - Large Sample Distribution of Weighted Sums of ARCH(p) Squared Residual Correlations
Horváth, Lajos
;
Kokoszka, Piotr
- In:
Econometric theory
17
(
2001
)
2
,
pp. 283-295
Persistent link: https://www.econbiz.de/10006979817
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6
Tests for Error Correlation in the Functional Linear Model
Gabrys, Robertas
;
Horváth, Lajos
;
Kokoszka, Piotr
- In:
Journal of the American Statistical Association : JASA
105
(
2010
)
491
,
pp. 1113-1126
Persistent link: https://www.econbiz.de/10008723906
Saved in:
7
MONITORING CONSTANCY OF VARIANCE IN CONDITIONALLY HETEROSKEDASTIC TIME SERIES
Horváth, Lajos
;
Kokoszka, Piotr
;
Zhang, Aonan
- In:
Econometric theory
22
(
2006
)
3
,
pp. 373-402
Persistent link: https://www.econbiz.de/10006955207
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8
SEQUENTIAL CHANGE-POINT DETECTION IN GARCH(p,q) MODELS
Berkes, István
;
Gombay, Edit
;
Horváth, Lajos
; …
- In:
Econometric theory
20
(
2004
)
6
,
pp. 1140-1167
Persistent link: https://www.econbiz.de/10006962805
Saved in:
9
Corrigendum to #8220Rescaled variance and related tests for long memory in volatility and levels#8221
Giraitis, Liudas
;
Kokoszka, Piotr
;
Leipus, Remigijus
; …
- In:
Journal of econometrics
126
(
2005
)
2
,
pp. 571-572
Persistent link: https://www.econbiz.de/10006752665
Saved in:
10
Portmanteau Test of Independence for Functional Observations
Gabrys, Robertas
;
Kokoszka, Piotr
- In:
Journal of the American Statistical Association : JASA
102
(
2007
)
480
,
pp. 1338-1348
Persistent link: https://www.econbiz.de/10007897762
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