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WHAT DO HETEROSKEDASTICITY TES...
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Econometrics
50
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50
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49
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49
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37
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37
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17
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17
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11
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Phillips, Peter C. B.
12
Taylor, Robert
5
Harris, David
4
Vogelsang, Timothy J.
4
Baltagi, Badi H.
3
Bjerkholt, Olav
3
Leybourne, Stephen James
3
Andrews, Donald W. K.
2
Cavaliere, Giuseppe
2
Cho, Jin Seo
2
Haavelmo, Trygve M.
2
He, Changli
2
Hendry, David F.
2
Jin, Sainan
2
Kew, Hsein
2
Kiefer, Nicholas Maximilian
2
Kitamura, Yuichi
2
Kuersteiner, Guido M.
2
McCabe, Brendan Peter Martin
2
Monfort, Alain
2
Preinerstorfer, David
2
Pötscher, Benedikt M.
2
Rahbek, Anders
2
Robinson, Peter M.
2
Sargan, John Denis
2
Su, Liangjun
2
Sun, Yixiao
2
Teräsvirta, Timo
2
Yu, Jun
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1
Andersen, Torben
1
Bandi, Federico M.
1
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1
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1
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1
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1
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1
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40
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38
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37
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36
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33
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31
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30
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ECONIS (ZBW)
87
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1
Monitoring constancy of variance in conditionally heteroskedastic time series
Horváth, Lajos
;
Kokoszka, Piotr
;
Zhang, Aonan
- In:
Econometric theory
22
(
2006
)
3
,
pp. 373-402
Persistent link: https://www.econbiz.de/10003307471
Saved in:
2
A residual-based test for stochastic cointegration
McCabe, Brendan Peter Martin
;
Leybourne, Stephen James
; …
- In:
Econometric theory
22
(
2006
)
3
,
pp. 429-456
Persistent link: https://www.econbiz.de/10003307479
Saved in:
3
Heteroskedastic time series with a unit root
Cavaliere, Giuseppe
;
Taylor, Robert
- In:
Econometric theory
25
(
2009
)
5
,
pp. 1228-1276
Persistent link: https://www.econbiz.de/10003885750
Saved in:
4
Heteroskedasticity
-robust testing for a fractional unit root
Kew, Hsein
;
Harris, David
- In:
Econometric theory
25
(
2009
)
6
,
pp. 1734-1753
Persistent link: https://www.econbiz.de/10003904441
Saved in:
5
An improved generalized spectral test for conditional mean models in time series with conditional
heteroskedasticity
of unknown form
Hong, Yongmiao
;
Lee, Yoon-jin
- In:
Econometric theory
23
(
2007
)
1
,
pp. 106-154
Persistent link: https://www.econbiz.de/10003407425
Saved in:
6
LAD asymptotics under conditional
heteroskedasticity
with possibly infinite error densities
Cho, Jin Seo
;
Han, Chirok
;
Phillips, Peter C. B.
- In:
Econometric theory
26
(
2010
)
3
,
pp. 953-962
Persistent link: https://www.econbiz.de/10003992445
Saved in:
7
Cointegration rank testing under conditional
heteroskedasticity
Cavaliere, Guiseppe
;
Rahbek, Anders
;
Taylor, Robert
- In:
Econometric theory
26
(
2010
)
6
,
pp. 1719-1760
Persistent link: https://www.econbiz.de/10008738343
Saved in:
8
Testing for a shift in trend at an unknown date : a fixed-B analysis of
heteroskedasticity
autocorrelation robust OLS-based
tests
Sayginsoy, Özgen
;
Vogelsang, Timothy J.
- In:
Econometric theory
27
(
2011
)
5
,
pp. 992-1025
Persistent link: https://www.econbiz.de/10009379760
Saved in:
9
Block bootstrap hac robust
tests
: the sophistication of naive bootstrap
Gonçalves, Sílvia
;
Vogelsang, Timothy J.
- In:
Econometric theory
27
(
2011
)
4
,
pp. 745-791
Persistent link: https://www.econbiz.de/10009311754
Saved in:
10
Power maximization and size control in
heteroskedasticity
and autocorrelation robust
tests
with exponentiated kernels
Sun, Yixiao
;
Phillips, Peter C. B.
;
Jin, Sainan
- In:
Econometric theory
27
(
2011
)
6
,
pp. 1320-1368
Persistent link: https://www.econbiz.de/10009489710
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