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isPartOf:"Journal of business & economic statistics : JBES ; a publication of the American Statistical Association"
~isPartOf:"Discussion paper / Department of Economics, University of California San Diego"
~isPartOf:"Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics"
~subject:"Heteroscedasticity"
~subject:"Nichtlineare Regression"
~type:"article"
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Heteroscedasticity
Nichtlineare Regression
Autocorrelation
67
Autokorrelation
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Theorie
37
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37
Estimation theory
24
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24
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1
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
Discussion paper / Department of Economics, University of California San Diego
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
Journal of econometrics
19
Econometric reviews
12
Econometric theory
10
Economics letters
9
Economic modelling
6
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
6
Journal of forecasting
5
Energy economics
4
Journal of applied econometrics
4
Regional science & urban economics
4
The econometrics journal
4
The European journal of finance
3
American journal of agricultural economics
2
Applied economics
2
Applied economics letters
2
CBN journal of applied statistics
2
Econometrics : open access journal
2
International journal of monetary economics and finance : IJMEF
2
Oxford bulletin of economics and statistics
2
A companion to economic forecasting
1
Agribusiness : an internat. journal
1
Agricultural economics : the journal of the International Association of Agricultural Economists
1
Annals of economics and statistics
1
Central European journal of economic modelling and econometrics
1
Computational optimization in economics and finance research compendium
1
Econometric analysis of financial and economic time series ; part B
1
Economic change and restructuring : empirical and policy research on the transitional and emerging economies
1
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Empirica : journal of european economics
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Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
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Essays in honor of Joon Y. Park : econometric theory
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Finance research letters
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Future Business Journal
1
Global economic review
1
Handbook of economic forecasting ; 1
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ECONIS (ZBW)
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1
A robust approach to heteroscedasticity, error serial correlation and slope heterogeneity in linear models with interactive effects for large panel data
Cui, Guowei
;
Hayakawa, Kazuhiko
;
Nagata, Shuichi
; …
- In:
Journal of business & economic statistics : JBES ; a …
41
(
2023
)
3
,
pp. 862-875
Persistent link: https://www.econbiz.de/10014448451
Saved in:
2
Buffered autoregressive models with conditional heteroscedasticity : an application to exchange rates
Zhu, Ke
;
Li, Wai Keung
;
Yu, Philip L. H.
- In:
Journal of business & economic statistics : JBES ; a …
35
(
2017
)
4
,
pp. 528-542
Persistent link: https://www.econbiz.de/10011893733
Saved in:
3
Automatic specification testing for vector autoregressions and multivariate nonlinear time series models
Escanciano, Juan Carlos
;
Lobato, Ignacio N.
;
Zhu, Lin
- In:
Journal of business & economic statistics : JBES ; a …
31
(
2013
)
4
,
pp. 426-437
Persistent link: https://www.econbiz.de/10010337859
Saved in:
4
A robust test for weak instruments
Olea, José Luis Montiel
;
Pflueger, Carolin
- In:
Journal of business & economic statistics : JBES ; a …
31
(
2013
)
3
,
pp. 358-369
Persistent link: https://www.econbiz.de/10009785968
Saved in:
5
Comment on: Threshold autoregressions with a unit root
Pitarakis, Jean-Yves
- In:
Econometrica : journal of the Econometric Society, an …
76
(
2008
)
5
,
pp. 1207-1217
Persistent link: https://www.econbiz.de/10003765898
Saved in:
6
GMM, GEL, serial correlation, and asymptotic bias
Anatolyev, Stanislav
- In:
Econometrica : journal of the Econometric Society, an …
73
(
2005
)
3
,
pp. 983-1002
Persistent link: https://www.econbiz.de/10002876889
Saved in:
7
Time-varying smooth transition autoregressive models
Lundbergh, Stefan
;
Teräsvirta, Timo
;
Dijk, Dick van
- In:
Journal of business & economic statistics : JBES ; a …
21
(
2003
)
1
,
pp. 104-121
Persistent link: https://www.econbiz.de/10001728841
Saved in:
8
Heteroskedasticity-autocorrelation robust standard errors using the Bartlett Kernel without truncation
Kiefer, Nicholas Maximilian
;
Vogelsang, Timothy J.
- In:
Econometrica : journal of the Econometric Society, an …
70
(
2002
)
5
,
pp. 2093-2095
Persistent link: https://www.econbiz.de/10001702262
Saved in:
9
Threshold autoregression with a unit root
Caner, Mehmet
;
Hansen, Bruce E.
- In:
Econometrica : journal of the Econometric Society, an …
69
(
2001
)
6
,
pp. 1555-1596
Persistent link: https://www.econbiz.de/10001624976
Saved in:
10
Tests of the seasonal unit-root hypothesis against heteroscedastic seasonal integration
Taylor, Robert
;
Smith, Richard J.
- In:
Journal of business & economic statistics : JBES ; a …
19
(
2001
)
2
,
pp. 192-207
Persistent link: https://www.econbiz.de/10001568817
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