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person:"Giles, David E. A."
~person:"Bera, Anil K."
~subject:"Heteroscedasticity"
~subject:"Heteroskedastizität"
~subject:"Time series analysis"
~type_genre:"Working Paper"
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Heteroscedasticity
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Estimation theory
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Schätztheorie
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Theory
26
Statistical theory
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1988-1989
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Calyampudi Radhakrishna Rao
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Derivat
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Giles, David E. A.
Bera, Anil K.
Gao, Jiti
37
Phillips, Peter C. B.
35
Koopman, Siem Jan
30
Nielsen, Morten Ørregaard
25
Lütkepohl, Helmut
24
Maravall Herrero, Agustín
23
Johansen, Søren
22
Franses, Philip Hans
19
Sibbertsen, Philipp
18
Teräsvirta, Timo
18
Swanson, Norman R.
17
Härdle, Wolfgang
16
Lucas, André
16
Peng, Bin
16
Kapetanios, George
15
Gouriéroux, Christian
14
Hyndman, Rob J.
14
Pesaran, M. Hashem
13
Gómez, Víctor
11
Koop, Gary
11
Ooms, Marius
11
Spokojnyj, Vladimir G.
11
Linton, Oliver
10
Marcellino, Massimiliano
10
Nielsen, Bent
10
Beran, Jan
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Blasques, Francisco
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Brännäs, Kurt
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Dong, Chaohua
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Giraitis, Liudas
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Li, Degui
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Mélard, Guy
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Schlicht, Ekkehart
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Taylor, Robert
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ECONIS (ZBW)
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On some heteroskedasticity-robust estimators of variance-covariance matrix of the least squares estimators
Bera, Anil K.
;
Suprayitno, Totok
;
Premaratne, Gamini
-
2000
Persistent link: https://www.econbiz.de/10001545282
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2
Testing for unit roots in economic time-series with missing observations
Ryan, Kevin F.
;
Giles, David E. A.
-
1998
Persistent link: https://www.econbiz.de/10000997817
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3
Information matrix test, parameter heterogeneity and arch : a synthesis
Bera, Anil K.
;
Lee, Sangkyu
-
1991
-
Rev.
Persistent link: https://www.econbiz.de/10000824219
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