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~isPartOf:"Cowles Foundation discussion paper"
~isPartOf:"Discussion papers in economics and econometrics"
~subject:"Autocorrelation"
~subject:"Heteroscedasticity"
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Search: subject_exact:"Cross-correlation"
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Autocorrelation
Heteroscedasticity
Autokorrelation
36
Estimation theory
16
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16
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15
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15
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Phillips, Peter C. B.
24
Pitarakis, Jean-Yves
5
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4
Sun, Yixiao
4
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3
Kyriacou, Maria
3
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3
Rossi, Francesca
3
Sul, Donggyu
3
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1
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1
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1
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Cowles Foundation discussion paper
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135
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78
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49
Discussion paper / Tinbergen Institute
32
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30
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29
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27
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Robust inference on correlation under general heterogeneity
Giraitis, Liudas
;
Li, Yufei
;
Phillips, Peter C. B.
-
2022
Persistent link: https://www.econbiz.de/10014235297
Saved in:
2
Robust tests for white noise and cross-correlation
Dalla, Violetta
;
Giraitis, Liudas
;
Phillips, Peter C. B.
-
2019
Persistent link: https://www.econbiz.de/10012062428
Saved in:
3
Consistent misspecification testing in spatial autoregressive models
Lee, Jungyoon
;
Phillips, Peter C. B.
;
Rossi, Francesca
-
2020
Persistent link: https://www.econbiz.de/10012322364
Saved in:
4
Continuously updated indirect inference in heteroskedastic spatial models
Kyriacou, Maria
;
Phillips, Peter C. B.
;
Rossi, Francesca
-
2019
Persistent link: https://www.econbiz.de/10012131981
Saved in:
5
Boundary limit theory for functional local to unity regression
Bykhovskaya, Anna
;
Phillips, Peter C. B.
-
2017
Persistent link: https://www.econbiz.de/10011748556
Saved in:
6
Hybrid stochastic local unit roots
Lieberman, Offer
;
Phillips, Peter C. B.
-
2017
Persistent link: https://www.econbiz.de/10011797222
Saved in:
7
IV and GMM estimation and testing of multivariate stochastic unit root models
Lieberman, Offer
;
Phillips, Peter C. B.
-
2016
Persistent link: https://www.econbiz.de/10011647403
Saved in:
8
Inferring the predictability induced by a persistent regressor in a predictive threshold model
Gonzalo, Jesús
;
Pitarakis, Jean-Yves
-
2015
Persistent link: https://www.econbiz.de/10010515364
Saved in:
9
Indirect inference in spatial autoregression
Kyriacou, Maria
;
Phillips, Peter C. B.
;
Rossi, Francesca
-
2014
Persistent link: https://www.econbiz.de/10010515591
Saved in:
10
The true limit distributions of the Anderson-Hsiao IV estimators in panel autoregression
Phillips, Peter C. B.
;
Han, Chirok
-
2014
Persistent link: https://www.econbiz.de/10010463722
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