Narrow search
Showing 1 - 2 of 2
Cover Image
Testing collinearity of vector time series
McElroy, Tucker; Jach, Agnieszka - In: The econometrics journal 22 (2019) 2, pp. 97-116
Persistent link: https://www.econbiz.de/10012166700
Cover Image
Subsampling inference for the autocorrelations of GARCH processes
McElroy, Tucker; Jach, Agnieszka - In: Journal of financial econometrics 17 (2019) 3, pp. 495-515
Persistent link: https://www.econbiz.de/10012054818