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Unit root test with high-frequency data
Laurent, Sébastien; Shi, Shuping - In: Econometric theory 38 (2022) 1, 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) 3, pp. 419-453
Persistent link: https://www.econbiz.de/10013269970
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How reliable are bootstrap-based heteroskedasticity robust tests?
Pötscher, Benedikt M.; Preinerstorfer, David - In: Econometric theory 39 (2023) 4, 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, pp. 162-212
Persistent link: https://www.econbiz.de/10014484602