Fixed-smoothing asymptotics and asymptotic F and t tests in the presence of strong autocorrelation
Year of publication: |
2014
|
---|---|
Authors: | Sun, Yixiao |
Published in: |
Essays in honor of Peter C. B. Phillips. - Bingley [u.a.] : Emerald, ISBN 978-1-78441-183-1. - 2014, p. 23-63
|
Subject: | Autokorrelation | Autocorrelation | Schätztheorie | Estimation theory |
-
On the influence of autocorrelation and GARCH-effects on goodness-of-fit tests for copulas
Garmann, Sebastian, (2013)
-
Phase II monitoring of auto-correlated linear profiles using linear mixed model
Narvand, A., (2013)
-
COVID-19 pandemic and Romanian stock market volatility : a GARCH approach
Gherghina, Ștefan Cristian, (2021)
- More ...
-
Privacy-Preserving Hybrid K-Means
Gao, Zhiqiang, (2018)
-
An Asymptotic F Test for Uncorrelatedness in the Presence of Time Series Dependence
Wang, Xuexin, (2020)
-
Sieve inference on semi-nonparametric time series models
Chen, Xiaohong, (2012)
- More ...