Narrow search
Showing 1 - 10 of 1,521
Cover Image
Optimal bandwidth selection in heteroskedasticity- autocorrelation robust testing
Sun, Yixiao; Phillips, Peter C. B.; Jin, Sainan - In: Econometrica : journal of the Econometric Society, an … 76 (2008) 1, pp. 175-194
Persistent link: https://www.econbiz.de/10003726590
Cover Image
Confidence intervals for diffusion index forecasts and inference for factor-augmented regressions
Bai, Jushan; Ng, Serena - In: Econometrica : journal of the Econometric Society, an … 74 (2006) 4, pp. 1133-1150
Persistent link: https://www.econbiz.de/10003346183
Cover Image
Testing hypothesis about the number of factors in large factor models
Onatski, Alexei - In: Econometrica : journal of the Econometric Society, an … 77 (2009) 5, pp. 1447-1479
Persistent link: https://www.econbiz.de/10003914912
Cover Image
Copulas and temporal dependence
Beare, Brendan K. - In: Econometrica : journal of the Econometric Society, an … 78 (2010) 1, pp. 395-410
Persistent link: https://www.econbiz.de/10003989270
Cover Image
Solving, estimating, and selecting nonlinear dynamic models without the curse of dimensionality
Winschel, Viktor; Krätzig, Markus - In: Econometrica : journal of the Econometric Society, an … 78 (2010) 2, pp. 803-821
Persistent link: https://www.econbiz.de/10003989388
Cover Image
Testing for smooth structural changes in time series models via nonparametric regression
Chen, Bin; Hong, Yongmiao - In: Econometrica : journal of the Econometric Society, an … 80 (2012) 3, pp. 1157-1183
Persistent link: https://www.econbiz.de/10009629017
Cover Image
Bootstrap determination of the co-integration rank in vector autoregressive models
Cavaliere, Giuseppe; Rahbek, Anders; Taylor, Robert - In: Econometrica : journal of the Econometric Society, an … 80 (2012) 4, pp. 1721-1740
Persistent link: https://www.econbiz.de/10009629515
Cover Image
Testing for common conditionally heteroskedastic factors
Dovonon, Prosper; Renault, Eric - In: Econometrica : journal of the Econometric Society, an … 81 (2013) 6, pp. 2561-2586
Persistent link: https://www.econbiz.de/10010237396
Cover Image
Correcting the errors : volatility forecast evaluation using high-frequency data and realized volatilities
Andersen, Torben; Bollerslev, Tim; Meddahi, Nour - In: Econometrica : journal of the Econometric Society, an … 73 (2005) 1, pp. 279-296
Persistent link: https://www.econbiz.de/10002568170
Cover Image
Asymptotic distribution theory for nonparametric entropy measures of serial dependence
Hong, Yongmiao; White, Halbert - In: Econometrica : journal of the Econometric Society, an … 73 (2005) 3, pp. 837-901
Persistent link: https://www.econbiz.de/10002876743