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~isPartOf:"Economics letters"
~subject:"Estimation theory"
~subject:"Regressionsanalyse"
~subject:"VAR-Modell"
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Search: subject:"Heterogenität"
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Estimation theory
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Heteroscedasticity
31
Heteroskedastizität
31
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18
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8
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8
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Lütkepohl, Helmut
2
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1
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1
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1
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Dorn, Sabrina
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Economics letters
Journal of econometrics
46
Discussion papers / Deutsches Institut für Wirtschaftsforschung
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18
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
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The econometrics journal
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Cowles Foundation discussion paper
10
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
9
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Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
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Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
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Discussion paper / Department of Economics, University of California San Diego
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International journal of forecasting
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ECONIS (ZBW)
22
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1
Have the effects of shocks to oil price expectations changed? : evidence from heteroskedastic proxy vector autoregressions
Bruns, Martin
;
Lütkepohl, Helmut
- In:
Economics letters
233
(
2023
),
pp. 1-5
Persistent link: https://www.econbiz.de/10014506905
Saved in:
2
Testing heteroskedasticity for predictive regressions with nonstationary regressors
Hong, Shaoxin
;
Zhang, Zhengyi
;
Cai, Zongwu
- In:
Economics letters
201
(
2021
),
pp. 1-4
Persistent link: https://www.econbiz.de/10012607071
Saved in:
3
A heteroskedasticity robust test for cross-sectional correlation in a fixed effects panel data model
Bin, Peng
;
Yu, Junqi
;
Zhu, Yi
- In:
Economics letters
201
(
2021
),
pp. 1-5
Persistent link: https://www.econbiz.de/10012607089
Saved in:
4
Mallows criterion for heteroskedastic linear regressions with many regressors
Anatolyev, Stanislav
- In:
Economics letters
203
(
2021
),
pp. 1-4
Persistent link: https://www.econbiz.de/10012607362
Saved in:
5
A joint test for serial correlation and heteroscedasticity in fixed-T panel regression models with interactive effects
Wu, Jianhong
- In:
Economics letters
197
(
2020
),
pp. 1-4
Persistent link: https://www.econbiz.de/10012511002
Saved in:
6
Jackknife model averaging for expectile regressions in increasing dimension
Tu, Yundong
;
Wang, Siwei
- In:
Economics letters
197
(
2020
),
pp. 1-5
Persistent link: https://www.econbiz.de/10012511075
Saved in:
7
A self-normalization test for correlation change
Choi, Ji-Eun
;
Shin, Dong-wan
- In:
Economics letters
193
(
2020
),
pp. 1-5
Persistent link: https://www.econbiz.de/10012509218
Saved in:
8
Structural vector autoregressive models with more shocks than variables identified via heteroskedasticity
Lütkepohl, Helmut
- In:
Economics letters
195
(
2020
),
pp. 1-4
Persistent link: https://www.econbiz.de/10012509991
Saved in:
9
QML estimation of the matrix exponential spatial specification panel data model with fixed effects and heteroskedasticity
Zhang, Yuanqing
;
Feng, Shuhui
;
Jin, Fei
- In:
Economics letters
180
(
2019
),
pp. 1-5
Persistent link: https://www.econbiz.de/10012121730
Saved in:
10
Kernel-based testing with skewed and heavy-tailed data : evidence from a nonparametric test for heteroskedasticity
Henderson, Daniel J.
;
Sheehan, Alice
- In:
Economics letters
172
(
2018
),
pp. 8-11
Persistent link: https://www.econbiz.de/10012022060
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