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Parsimonious
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Cripps, Edward
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Fiebig, Denzil G.
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Kohn, Robert
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Econometric reviews
29
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2010
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Modeling conditional correlations of asset returns : a smooth transition approach
Silvennoinen, Annastiina
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Teräsvirta, Timo
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2015
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1/5
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Identification and
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Zhang, Zhengyu
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Jin, Zequn
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39
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2020
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2
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The effective sample size
Berger, James O.
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Bayarri, M. J.
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Pericchi, Luis R.
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Econometric reviews
33
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2014
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Common correlated effects
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Everaert, Gerdie
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De Groote, Tom
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35
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2016
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Testing for serial
correlation
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Born, Benjamin
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Breitung, Jörg
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35
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2016
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Robust parametric tests of constant conditional
correlation
in a MGARCH model
Shadat, Wasel
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Orme, Chris D.
- In:
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37
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2018
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6/10
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pp. 551-576
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A Lagrange multiplier test for testing the adequacy of constant conditional
correlation
GARCH model
Catani, Paul
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Teräsvirta, Timo
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Yin, Meiqun
- In:
Econometric reviews
36
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2017
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6/9
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pp. 599-621
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A robust test for serial
correlation
in panel data models
Chen, Bin
- In:
Econometric reviews
41
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2022
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9
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pp. 1095-1112
Persistent link: https://www.econbiz.de/10013364945
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A note on resampling the integration across the
correlation
integral with alternative ranges
Belaire-Franch, Jorge
- In:
Econometric reviews
22
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2003
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4
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pp. 337-349
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