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On rank estimation in symmetric matrices : the case of indefinite matrix estimators
Donald, Stephen G.; Fortuna, Natércia; Pipiras, Vladas - In: Econometric theory 23 (2007) 6, pp. 1217-1232
Persistent link: https://www.econbiz.de/10003591865
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Long-run covariance matrices for fractionally integrated processes
Phillips, Peter C. B.; Kim, Chang Sik - In: Econometric theory 23 (2007) 6, pp. 1233-1247
Persistent link: https://www.econbiz.de/10003591877
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Determinants of covariance matrices of differenced AR(1) processes
Han, Chirok - In: Econometric theory 23 (2007) 6, pp. 1248-1253
Persistent link: https://www.econbiz.de/10003591886
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Testing for a change in correlation at an unknown point in time using an extended functional delta method
Wied, Dominik; Krämer, Walter; Dehling, Herold - In: Econometric theory 28 (2012) 3, pp. 570-589
Persistent link: https://www.econbiz.de/10009545827
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Higher-order accurate, positive semidefinite estimation of large-sample covariance and spectral density matrices
Politis, Dimitris N. - In: Econometric theory 27 (2011) 4, pp. 703-744
Persistent link: https://www.econbiz.de/10009311779
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A nonparametric estimator for the covariance function of functional data
Sancetta, Alessio - In: Econometric theory 31 (2015) 6, pp. 1359-1381
Persistent link: https://www.econbiz.de/10011545550
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Robust covariance matrix estimation : HAC estimates with long memory/antipersistence correction
Robinson, Peter M. - In: Econometric theory 21 (2005) 1, pp. 171-180
Persistent link: https://www.econbiz.de/10002674673
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A strong consistency proof for heteroskedasticity and autocorrelation consistent covariance matrix estimators
Jong, Robert M. de - In: Econometric theory 16 (2000) 2, pp. 262-268
Persistent link: https://www.econbiz.de/10001483373
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Covariance matrix estimatioon and the limiting behavior of the overidentifying restrictions test in the presence of neglected structural instability
Hall, Alastair R.; Inoue, Atsushi; Peixe, Fernanda P. M. - In: Econometric theory 19 (2003) 6, pp. 962-983
Persistent link: https://www.econbiz.de/10001818930
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On the power of invariant tests for hypotheses on a covariance matrix
Preinerstorfer, David; Pötscher, Benedikt M. - In: Econometric theory 33 (2017) 1, pp. 1-68
Persistent link: https://www.econbiz.de/10011665247