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~isPartOf:"Cowles Foundation discussion paper"
~isPartOf:"Working paper / the Eitan Berglas School of Economics, Tel Aviv University / the Eitan Berglas School of Economics, Tel Aviv University"
~person:"Meghir, Costas"
~person:"Phillips, Peter C. B."
~person:"Razin, Asaf"
~subject:"Heteroscedasticity"
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Meghir, Costas
Phillips, Peter C. B.
Razin, Asaf
Dalla, Violetta
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Cowles Foundation discussion paper
Working paper / the Eitan Berglas School of Economics, Tel Aviv University / the Eitan Berglas School of Economics, Tel Aviv University
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3
Econometric theory
2
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Testing mean stability of heteroskedastic time series
Dalla, Violetta
;
Giratis, Liudas
;
Phillips, Peter C. B.
-
2015
Persistent link: https://www.econbiz.de/10011312317
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2
Consistent HAC estimation and robust regression testing using sharp origin kernels with no truncation
Phillips, Peter C. B.
;
Sun, Yixiao
;
Jin, Sainin
-
2003
Persistent link: https://www.econbiz.de/10001741372
Saved in:
3
Robust tests for white noise and cross-correlation
Dalla, Violetta
;
Giraitis, Liudas
;
Phillips, Peter C. B.
-
2019
Persistent link: https://www.econbiz.de/10012062428
Saved in:
4
Robust inference on correlation under general heterogeneity
Giraitis, Liudas
;
Li, Yufei
;
Phillips, Peter C. B.
-
2022
Persistent link: https://www.econbiz.de/10014235297
Saved in:
5
Power maximization and size control in heteroskedasticity and autocorrelation robust tests with exponentiated kernels
Sun, Yixiao
;
Phillips, Peter C. B.
;
Jin, Sainan
-
2010
Persistent link: https://www.econbiz.de/10003925716
Saved in:
6
Prewhitening bias in HAC estimation
Sul, Donggyu
;
Phillips, Peter C. B.
;
Choi, Chi-young
-
2003
Persistent link: https://www.econbiz.de/10001798686
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