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Unbounded heteroscedasticity in first-order autoregressive models and the EickerWhite asymptotic variance estimator
Kourogenis, Nikolaos
;
Pittis, Nikitas
- In:
Economics letters
106
(
2010
)
2
,
pp. 84-86
Persistent link: https://www.econbiz.de/10003948555
Saved in:
2
Cointegration, variance shifts and the limiting distribution of the OLS estimator
Kourogenis, Nikolaos
;
Pittis, Nikitas
- In:
Economics letters
99
(
2008
)
1
,
pp. 103-106
Persistent link: https://www.econbiz.de/10003723250
Saved in:
3
Cointegration, variance shifts and the limiting distribution of the OLS estimator
Kourogenis, Nikolaos
;
Pittis, Nikitas
- In:
Economics letters
99
(
2008
)
1
,
pp. 103-106
Persistent link: https://www.econbiz.de/10007988718
Saved in:
4
Cointegration, variance shifts and the limiting distribution of the OLS estimator
Kourogenis, Nikolaos
;
Pittis, Nikitas
- In:
Economics letters
99
(
2008
)
1
,
pp. 103-107
Persistent link: https://www.econbiz.de/10008897663
Saved in:
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