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The robustness of some standard tests for autocorrelation and heteroskedasticity when both problems are present
Epps, Thomas W.; Epps, Mary Lee - In: Econometrica : journal of the Econometric Society, an … 45 (1977) 3, pp. 745-753
Persistent link: https://www.econbiz.de/10002124324
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The stochastic dependence of security price changes and transaction volumes : implications for the mixture-of-distributions hypothesis
Epps, Thomas W.; Epps, Mary Lee - In: Econometrica : journal of the Econometric Society, an … 44 (1976) 2, pp. 305-321
Persistent link: https://www.econbiz.de/10002124335
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Spectral analysis of data generated by simulation experiments with econometric models
Naylor, Thomas H.; Wertz, Kenneth; Wonnacott, Thomas H. - In: Econometrica : journal of the Econometric Society, an … 37 (1969) 2, pp. 333-352
Persistent link: https://www.econbiz.de/10002568233