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~isPartOf:"Discussion paper / Suntory-Toyota International Centre for Economics and Related Disciplines"
~isPartOf:"Economics letters"
~person:"Abeysinghe, Tilak"
~person:"Camacho, Maximo"
~person:"Chen, Zhanshou"
~person:"Franses, Philip Hans"
~person:"Linton, Oliver"
~person:"Newbold, Paul"
~person:"Robinson, Peter M."
~person:"Wang, Shaoping"
~person:"Zaffaroni, Paolo"
~subject:"Heteroskedastizität"
~subject:"Prognoseverfahren"
~subject:"Theorie"
~subject:"Time series analysis"
~subject:"USA"
~subject:"locally stationary process"
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Heteroskedastizität
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Abeysinghe, Tilak
Camacho, Maximo
Chen, Zhanshou
Franses, Philip Hans
Linton, Oliver
Newbold, Paul
Robinson, Peter M.
Wang, Shaoping
Zaffaroni, Paolo
Hassler, Uwe
8
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6
Hidalgo, Javier
6
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4
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3
Choi, In
3
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ECONIS (ZBW)
46
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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
Recursive adjusted unit root tests under non-stationary volatility
Wang, Shaoping
;
Li, Yanglin
;
Wen, Kuangyu
- In:
Economics letters
205
(
2021
),
pp. 1-5
Persistent link: https://www.econbiz.de/10013202963
Saved in:
3
Inference for multiple change points in heavy-tailed time series via rank likelihood ratio scan statistics
Chen, Zhanshou
;
Xu, Qiongyao
;
Li, Huini
- In:
Economics letters
179
(
2019
),
pp. 53-56
Persistent link: https://www.econbiz.de/10012121700
Saved in:
4
Testing for no-cointegration under time-varying variance
Wang, Shaoping
;
Zhao, Qing
;
Li, Yanglin
- In:
Economics letters
182
(
2019
),
pp. 45-49
Persistent link: https://www.econbiz.de/10012122426
Saved in:
5
Two simple tests of the trend hypothesis under time-varying variance
Yang, Yang
;
Wang, Shaoping
- In:
Economics letters
156
(
2017
),
pp. 123-128
Persistent link: https://www.econbiz.de/10011822386
Saved in:
6
Sieve bootstrap monitoring for change from short to long memory
Chen, Zhanshou
;
Xing, Yuhong
;
Li, Fuxiao
- In:
Economics letters
140
(
2016
),
pp. 53-56
Persistent link: https://www.econbiz.de/10011615973
Saved in:
7
Variance change-point detection in panel data models
Li, Fuxiao
;
Zheng, Tian
;
Xiao, Yanting
;
Chen, Zhanshou
- In:
Economics letters
126
(
2015
),
pp. 140-143
Persistent link: https://www.econbiz.de/10011376444
Saved in:
8
Mixed-frequency VAR models with Markov-switching dynamics
Camacho, Maximo
- In:
Economics letters
121
(
2013
)
3
,
pp. 369-373
Persistent link: https://www.econbiz.de/10010391214
Saved in:
9
Data revisions and periodic properties of macroeconomic data
Franses, Philip Hans
- In:
Economics letters
120
(
2013
)
2
,
pp. 139-141
Persistent link: https://www.econbiz.de/10010127813
Saved in:
10
Nonparametric inference for unbalanced time series data
Linton, Oliver
-
2004
Persistent link: https://www.econbiz.de/10002034286
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