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~isPartOf:"Discussion paper / Suntory-Toyota International Centre for Economics and Related Disciplines"
~isPartOf:"Discussion paper series / LSE Financial Markets Group"
~isPartOf:"Economics letters"
~person:"Abeysinghe, Tilak"
~person:"Linton, Oliver"
~person:"Newbold, Paul"
~person:"Robinson, Peter M."
~person:"Zaffaroni, Paolo"
~subject:"Heteroskedastizität"
~subject:"Prognoseverfahren"
~subject:"Theorie"
~subject:"Time series analysis"
~subject:"USA"
~subject:"Yield curve"
~subject:"locally stationary process"
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Heteroskedastizität
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locally stationary process
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32
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11
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Abeysinghe, Tilak
Linton, Oliver
Newbold, Paul
Robinson, Peter M.
Zaffaroni, Paolo
Franses, Philip Hans
9
Hassler, Uwe
8
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6
Hidalgo, Javier
6
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5
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5
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5
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5
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5
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5
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4
Quah, Danny
4
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3
Chen, Zhanshou
3
Choi, In
3
Davidson, James E. H.
3
Gonzalo, Jesús
3
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3
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3
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3
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30
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13
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11
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ECONIS (ZBW)
32
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1
A score statistic for testing the presence of a stochastic trend in conditional variances
Hong, Yongmiao
;
Linton, Oliver
;
McCabe, Brendan Peter Martin
- In:
Economics letters
213
(
2022
),
pp. 1-6
Persistent link: https://www.econbiz.de/10013442141
Saved in:
2
Cointegration in fractional systems with deterministic trends
Robinson, Peter M.
;
Iacone, Fabrizio
-
2004
Persistent link: https://www.econbiz.de/10002093996
Saved in:
3
Efficiency improvements in inference on stationary and nonstationary fractional time series
Robinson, Peter M.
-
2004
Persistent link: https://www.econbiz.de/10002458629
Saved in:
4
Nonparametric inference for unbalanced time series data
Linton, Oliver
-
2004
Persistent link: https://www.econbiz.de/10002034286
Saved in:
5
Robust covariance matrix estimation : "HAC" estimates with long memory/antipersistence correction
Robinson, Peter M.
-
2004
Persistent link: https://www.econbiz.de/10002034300
Saved in:
6
The distance between rival nonstationary fractional processes
Robinson, Peter M.
-
2004
Persistent link: https://www.econbiz.de/10001969641
Saved in:
7
A quantilogram approach to evaluating directional predictability
Linton, Oliver
;
Whang, Yoon-jae
-
2003
Persistent link: https://www.econbiz.de/10001847102
Saved in:
8
Cointegration in fractional systems with unknown integration orders
Robinson, Peter M.
;
Hualde, Javier
-
2003
Persistent link: https://www.econbiz.de/10001740392
Saved in:
9
LARCH, leverage and long memory
Giraitis, Liudas
;
Leipus, Remigijus
;
Robinson, Peter M.
; …
-
2003
Persistent link: https://www.econbiz.de/10001818318
Saved in:
10
Flexible term structure estimation : which method is preferable?
Jeffrey, Andrew
;
Nguyen, Thong
;
Linton, Oliver
-
2004
Persistent link: https://www.econbiz.de/10002815407
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