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~isPartOf:"Econometric theory"
~isPartOf:"Journal of empirical finance"
~subject:"Heteroscedasticity"
~subject:"Panel study"
~subject:"Zeitreihenanalyse"
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Heteroscedasticity
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Phillips, Peter C. B.
15
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7
Hong, Yongmiao
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5
Lütkepohl, Helmut
5
Vogelsang, Timothy J.
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4
Gao, Jiti
4
Johansen, Søren
4
Jong, Robert M. de
4
Linton, Oliver
4
Moon, Hyungsik Roger
4
Park, Joon Y.
4
Robinson, Peter M.
4
Wang, Qiying
4
Bierens, Herman J.
3
Breitung, Jörg
3
Cavaliere, Giuseppe
3
Chen, Bin
3
Choi, In
3
Grégoir, Stéphane
3
Hahn, Jinyong
3
Leybourne, Stephen James
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Lucas, André
3
Meitz, Mika
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Perron, Pierre
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Pötscher, Benedikt M.
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Tanaka, Katsuto
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Zakoïan, Jean-Michel
3
Abadir, Karim Maher
2
Baltagi, Badi H.
2
Bandi, Federico M.
2
Barrio Castro, Tomás del
2
Broze, Laurence
2
Cai, Zongwu
2
Chong, Terence Tai-Leung
2
Florens, Jean-Pierre
2
Francq, Christian
2
Han, Chirok
2
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Econometric theory
Journal of empirical finance
Journal of econometrics
439
Economics letters
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International journal of forecasting
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236
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Econometric reviews
194
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
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141
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Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
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Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
111
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101
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67
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66
Tinbergen Institute Discussion Paper
60
Série des documents de travail / Centre de Recherche en Économie et Statistique
59
Discussion paper / Center for Economic Research, Tilburg University
55
European journal of operational research : EJOR
55
Finance research letters
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ECONIS (ZBW)
293
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1
Multi-period credit default prediction with time-varying covariates
Orth, Walter
- In:
Journal of empirical finance
21
(
2013
),
pp. 214-222
Persistent link: https://www.econbiz.de/10009745256
Saved in:
2
Null recurrent unit root processes
Myklebust, Terje
;
Karlsen, Hans Arnfinn
;
Tjøstheim, Dag
- In:
Econometric theory
28
(
2012
)
1
,
pp. 1-41
Persistent link: https://www.econbiz.de/10009520976
Saved in:
3
Modeling cyclical behavior with differential-difference equations in an unobserved components framework
Chambers, Marcus J.
;
MacGarry, Joanne
- In:
Econometric theory
18
(
2002
)
2
,
pp. 387-419
Persistent link: https://www.econbiz.de/10001661304
Saved in:
4
Long term dependence in stock returns
Jacobsen, Ben
- In:
Journal of empirical finance
3
(
1996
)
4
,
pp. 393-417
Persistent link: https://www.econbiz.de/10001215361
Saved in:
5
Testing for mean reversion in heteroskedastic data based on Gibbs-sampling-augmented randomization
Kim, Chang-Jin
;
Nelson, Charles R.
;
Startz, Richard
- In:
Journal of empirical finance
5
(
1998
)
2
,
pp. 131-154
Persistent link: https://www.econbiz.de/10001374883
Saved in:
6
Testing for mean reversion in heteroskedastic data II : autoregression tests based on Gibbs-sampling-augmented randomization
Kim, Chang-Jin
;
Nelson, Charles R.
- In:
Journal of empirical finance
5
(
1998
)
4
,
pp. 385-396
Persistent link: https://www.econbiz.de/10001375196
Saved in:
7
Quantilograms under strong dependence
Lee, Ji Hyung
;
Linton, Oliver
;
Whang, Yoon-jae
- In:
Econometric theory
36
(
2020
)
3
,
pp. 457-487
Persistent link: https://www.econbiz.de/10012240727
Saved in:
8
The dividend-price ratio does predict dividend growth : international evidence
Engsted, Tom
;
Pedersen, Thomas Q.
- In:
Journal of empirical finance
17
(
2010
)
4
,
pp. 585-605
Persistent link: https://www.econbiz.de/10009267268
Saved in:
9
On the risk return relationship
Wang, Jian-xin
;
Yang, Minxian
- In:
Journal of empirical finance
21
(
2013
),
pp. 132-141
Persistent link: https://www.econbiz.de/10009745277
Saved in:
10
Another look at the cross-section and time-series of stock returns : 1951 to 2011
Du, Ding
- In:
Journal of empirical finance
20
(
2013
),
pp. 130-146
Persistent link: https://www.econbiz.de/10009717865
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