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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. 1113-1125
Persistent link: https://www.econbiz.de/10008738525
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Change-point monitoring in linear models
Aue, Alexander; Horváth, Lajos; Hušková, Marie; … - In: The econometrics journal 9 (2006) 3, pp. 373-403
Persistent link: https://www.econbiz.de/10003390158
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Dynamic functional regression with application to the cross-section of returns
Kokoszka, Piotr; Miao, Hong; Reimherr, Matthew; … - In: Journal of financial econometrics : official journal of … 16 (2018) 3, pp. 461-485
Persistent link: https://www.econbiz.de/10011987795
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Delay times of sequential procedures for multiple time series regression models
Aue, Alexander; Horváth, Lajos; Reimherr, Matthew L. - In: Journal of econometrics 149 (2009) 2, pp. 174-190
Persistent link: https://www.econbiz.de/10003833786
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Segmenting mean-nonstationary time series via trending regressions
Aue, Alexander; Horváth, Lajos; Hušková, Marie - In: Journal of econometrics 168 (2012) 2, pp. 367-381
Persistent link: https://www.econbiz.de/10009612717
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Time-varying beta in functional factor models : evidence from China
Horváth, Lajos; Li, Bo; Li, Hemei; Liu, Zhenya - In: The North American journal of economics and finance : a … 54 (2020), pp. 1-22
Persistent link: https://www.econbiz.de/10012665458