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Frequency-domain evidence for climate change

Mangat, Manveer Kaur; Reschenhofer, Erhard - In: Econometrics : open access journal 8 (2020) 3/28, pp. 1-15

The goal of this paper is to search for conclusive evidence against the stationarity of the global air surface temperature, which is one of the most important indicators of climate change. For this purpose, possible long-range dependencies are investigated in the frequency-domain. Since...

Persistent link: https://www.econbiz.de/10012265709

Testing for long-range dependence in financial time series

Mangat, Manveer Kaur; Reschenhofer, Erhard - In: Central European journal of economic modelling and … 11 (2019) 2, pp. 93-106

Persistent link: https://www.econbiz.de/10012294575

How reliable are bootstrap-based heteroskedasticity robust tests?

Pötscher, Benedikt M.; Preinerstorfer, David - In: Econometric theory 39 (2023) 4, pp. 789-847

Persistent link: https://www.econbiz.de/10014342265

On the power of invariant tests for hypotheses on a covariance matrix

Preinerstorfer, David; Pötscher, Benedikt M. - In: Econometric theory 33 (2017) 1, pp. 1-68

Persistent link: https://www.econbiz.de/10011665247

On size and power of heteroskedasticity and autocorrelation robust tests

Preinerstorfer, David; Pötscher, Benedikt M. - In: Econometric theory 32 (2016) 2, pp. 261-358

Persistent link: https://www.econbiz.de/10011578481

Controlling the size of autocorrelation robust tests

Pötscher, Benedikt M.; Preinerstorfer, David - In: Journal of econometrics 207 (2018) 2, pp. 406-431

Persistent link: https://www.econbiz.de/10012116367

Valid heteroskedasticity robust testing

Pötscher, Benedikt M.; Preinerstorfer, David - 2025

Persistent link: https://www.econbiz.de/10015374599