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~isPartOf:"Econometric Institute research papers"
~isPartOf:"Econometric reviews"
~subject:"Bootstrap-Verfahren"
~subject:"Heteroscedasticity"
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Bootstrap-Verfahren
Heteroscedasticity
ARCH model
116
ARCH-Modell
116
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62
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62
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39
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39
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30
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1
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ECONIS (ZBW)
9
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1
Identification and estimation of panel semiparametric conditional heteroskedastic frontiers with dynamic inefficiency
Cai, Jun
;
Horrace, William C.
;
Lee, Yoonseok
- In:
Econometric reviews
43
(
2024
)
5
,
pp. 238-268
Persistent link: https://www.econbiz.de/10014551521
Saved in:
2
Testing for a unit root with nonstationary nonlinear heteroskedasticity
Tu, Yundong
;
Chan, Nigel
;
Wang, Qiying
- In:
Econometric reviews
39
(
2020
)
9
,
pp. 904-929
Persistent link: https://www.econbiz.de/10012295588
Saved in:
3
A goodness-of-fit test for a class of autoregressive conditional duration models
Perera, Indeewara
;
Hidalgo, Javier
;
Silvapulle, Mervyn J.
- In:
Econometric reviews
35
(
2016
)
5/7
,
pp. 1111-1141
Persistent link: https://www.econbiz.de/10011591144
Saved in:
4
Testing for changes in volatility in heteroskedastic time series - a further examination
Pooter, Michiel de
(
contributor
);
Dijk, Dick van
(
contributor
)
-
2004
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002239756
Saved in:
5
Bootstrap unit root tests in models with GARCH (1,1) errors
Gospodinov, Nikolaj
;
Tao, Ye
- In:
Econometric reviews
30
(
2011
)
4
,
pp. 379-405
Persistent link: https://www.econbiz.de/10009130266
Saved in:
6
Testing for vector autoregressive dynamics under heteroskedasticity
Hafner, Christian M.
(
contributor
); …
-
2002
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001701901
Saved in:
7
Misspecification testing for the conditional distribution model in GARCH-type processes
Grigoletto, Matteo
;
Provasi, Corrado
- In:
Econometric reviews
28
(
2009
)
1/3
,
pp. 209-224
Persistent link: https://www.econbiz.de/10003800726
Saved in:
8
Asymptotic and bootstrap inference for AR (∞) processes with conditional heteroskedasticity
Gonçalves, Sílvia
;
Kilian, Lutz
- In:
Econometric reviews
26
(
2007
)
6
,
pp. 609-641
Persistent link: https://www.econbiz.de/10003605816
Saved in:
9
Adaptive testing in ARCH models
Linton, Oliver
;
Steigerwald, Douglas G.
- In:
Econometric reviews
19
(
2000
)
2
,
pp. 145-174
Persistent link: https://www.econbiz.de/10001483693
Saved in:
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