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~isPartOf:"Econometric theory"
~subject:"Heteroscedasticity"
~subject:"Statistische Verteilung"
~subject:"Zeitreihenanalyse"
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Unit root test with high-frequency data
Laurent, Sébastien
;
Shi, Shuping
- In:
Econometric theory
38
(
2022
)
1
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pp. 113-171
Persistent link: https://www.econbiz.de/10013166119
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Trend extraction from economic time series with missing observations by generalized Hodrick-Prescott filters
Yamada, Hiroshi
- In:
Econometric theory
38
(
2022
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3
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pp. 419-453
Persistent link: https://www.econbiz.de/10013269970
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Tail dependence of OLS
Oorschot, Jochem
;
Chen Zhou
- In:
Econometric theory
38
(
2022
)
2
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pp. 273-300
Persistent link: https://www.econbiz.de/10013187225
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How reliable are bootstrap-based heteroskedasticity robust tests?
Pötscher, Benedikt M.
;
Preinerstorfer, David
- In:
Econometric theory
39
(
2023
)
4
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pp. 789-847
Persistent link: https://www.econbiz.de/10014342265
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Continuously updated indirect inference in heteroskedastic spatial models
Kyriacou, Maria
;
Phillips, Peter C. B.
;
Rossi, Francesca
- In:
Econometric theory
39
(
2023
)
1
,
pp. 107-145
Persistent link: https://www.econbiz.de/10014247296
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Central limit
theory
for combined cross section and time series with an application to aggregate productivity shocks
Hahn, Jinyong
;
Kuersteiner, Guido M.
;
Mazzocco, Maurizio
- In:
Econometric theory
40
(
2024
)
1
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pp. 162-212
Persistent link: https://www.econbiz.de/10014484602
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