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type_genre:"Arbeitspapier"
type_genre:"Bibliographie enthalten"
~isPartOf:"Department of Economics discussion paper series / University of Oxford"
~subject:"ARCH-Modell"
~subject:"Statistical test"
~subject:"USA"
~type_genre:"Konferenzschrift"
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Search: subject_exact:"Estimation theory"
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Department of Economics discussion paper series / University of Oxford
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Robust combination testing : methods and application to COVID-19 detection
Jain, Sanjay
;
Jónas Oddur Jónasson
;
Pauphilet, Jean
; …
-
2023
Persistent link: https://www.econbiz.de/10014320424
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2
A test for kronecker product structure covariance matrix
Guggenberger, Patrik
;
Kleibergen, Frank
;
Mavroeidis, …
-
2022
Persistent link: https://www.econbiz.de/10012814351
Saved in:
3
White heteroscedasticty testing after outlier removal
Berenguer-Rico, Vanessa
;
Wilms, Ines
-
2018
Persistent link: https://www.econbiz.de/10011910640
Saved in:
4
Econometric analysis of multivariate realised QML : efficient positive semi-definite estimators of the covariation of equity prices
Shephard, Neil G.
;
Xiu, Dacheng
-
2012
Persistent link: https://www.econbiz.de/10009531407
Saved in:
5
Multivariate rotated ARCH models
Noureldin, Diaa
;
Shephard, Neil G.
;
Sheppard, Kevin
-
2012
Persistent link: https://www.econbiz.de/10009531527
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6
Misspecification tests for chain-ladder models
Harnau, Jonas
-
2017
Persistent link: https://www.econbiz.de/10011907848
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7
A Markov test for alpha
Foster, Dean P.
;
Stine, Robert A.
;
Young, H. Peyton
-
2011
Persistent link: https://www.econbiz.de/10009349550
Saved in:
8
Fitting vast dimensional time-varying covariance models
Engle, Robert F.
;
Shephard, Neil G.
;
Sheppard, Kevin
-
2008
Persistent link: https://www.econbiz.de/10003818564
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