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Inference for time series regression models with weakly dependent and heteroscedastic errors
Rho, Yeonwoo; Shao, Xiaofeng - In: Journal of business & economic statistics : JBES ; a … 33 (2015) 3, pp. 444-457
Persistent link: https://www.econbiz.de/10011391388
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Can economic time series be differenced to stationarity?
Leybourne, Stephen James - In: Journal of business & economic statistics : JBES ; a … 14 (1996) 4, pp. 435-446
Persistent link: https://www.econbiz.de/10001209345
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Volatility martingale difference divergence matrix and its application to dimension reduction for multivariate volatility
Lee, Chung Eun; Shao, Xiaofeng - In: Journal of business & economic statistics : JBES ; a … 38 (2020) 1, pp. 80-92
Persistent link: https://www.econbiz.de/10012179517