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Heteroscedasticity
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Theorie
23
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13
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13
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Harris, David
4
Vogelsang, Timothy J.
4
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Taylor, Robert
3
Cavaliere, Giuseppe
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He, Changli
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Jin, Sainan
2
Kew, Hsein
2
Kiefer, Nicholas Maximilian
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Leybourne, Stephen James
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McCabe, Brendan Peter Martin
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Preinerstorfer, David
2
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Rahbek, Anders
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Su, Liangjun
2
Sun, Yixiao
2
Teräsvirta, Timo
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Bauer, Dietmar
1
Cavaliere, Guiseppe
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Chan, Ngai Hang
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De Angelis, Luca
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Distaso, Walter
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Econometric theory
Journal of econometrics
88
IMF Working Papers
59
Economics letters
45
Econometric reviews
42
Discussion papers / Deutsches Institut für Wirtschaftsforschung
36
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
33
Marketing science : the marketing journal of the Institute for Operations Research and the Management Sciences
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CESifo working papers
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The econometrics journal
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Finance research letters
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Internet and network economics : third international workshop, WINE 2007, San Diego, CA, USA, December 12-14, 2007 ; proceedings
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Applied economics letters
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14
Applied economics
13
DIW Berlin Discussion Paper
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Econometrics
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Tourism management : research, policies, practice
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Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
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ECONIS (ZBW)
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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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