Narrow search
Showing 1 - 10 of 25
Cover Image
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/10001777176
Cover Image
Bootstrap misspecification tests for ARCH based on the empirical process of squared residuals
Horváth, Lajos; Kokoszka, Piotr; Tessière, Gilles - 2003
Persistent link: https://www.econbiz.de/10001790731
Cover Image
Sup-tests for linearity in a general nonlinear AR(1) model
Francq, Christian; Horváth, Lajos; Zakoïan, Jean-Michel - 2009
Persistent link: https://www.econbiz.de/10003935353
Cover Image
Sup-tests for linearity in a general nonlinear AR(1) model
Francq, Christian; Horváth, Lajos; Zakoïan, Jean-Michel - In: Econometric theory 26 (2010) 4, pp. 965-993
Persistent link: https://www.econbiz.de/10003993816
Cover Image
Testing stationarity of functional time series
Horváth, Lajos; Kokoszka, Piotr; Rice, Gregory - In: Journal of econometrics 179 (2014) 1, pp. 66-82
Persistent link: https://www.econbiz.de/10010258271
Cover Image
A functional version of the ARCH model
Hörmann, Siegfried; Horváth, Lajos; Reeder, Ron - In: Econometric theory 29 (2013) 2, pp. 267-288
Persistent link: https://www.econbiz.de/10009760010
Cover Image
Testing for stochastic dominance using the weighted McFadden-type statistic
Horváth, Lajos; Kokoszka, Piotr; Zitikis, Ričardas - In: Journal of econometrics 133 (2006) 1, pp. 191-205
Persistent link: https://www.econbiz.de/10003354571
Cover Image
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
Cover Image
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/10003307471
Cover Image
Testing for independence between functional time series
Horváth, Lajos; Rice, Gregory - In: Journal of econometrics 189 (2015) 2, pp. 371-382
Persistent link: https://www.econbiz.de/10011504560