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Robust estimation under error cross section dependence
Moscone, F.; Tosetti, Elisa - In: Economics letters 133 (2015), pp. 100-104
Persistent link: https://www.econbiz.de/10011432031
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A heteroskedasticity robust test for cross-sectional correlation in a fixed effects panel data model
Bin, Peng; Yu, Junqi; Zhu, Yi - In: Economics letters 201 (2021), pp. 1-5
Persistent link: https://www.econbiz.de/10012607089
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Testing for unit roots in three-dimensional heterogeneous panels in the presence of cross-sectional dependence
Giulietti, Monica; Otero, Jesús G.; Smith, Jeremy - In: Economics letters 101 (2008) 3, pp. 188-192
Persistent link: https://www.econbiz.de/10003801247
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Copula-MGARCH with continuous covariance decomposition
Herwartz, Helmut; Raters, Fabian H. C. - In: Economics letters 133 (2015), pp. 73-76
Persistent link: https://www.econbiz.de/10011431988
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On the correlations of trend-cycle errors
Wada, Tatsuma - In: Economics letters 116 (2012) 3, pp. 396-400
Persistent link: https://www.econbiz.de/10009674324
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Detecting serial dependence in tail events : a test dual to the BDS test
Diks, Cees G. H. - In: Economics letters 79 (2003) 3, pp. 319-324
Persistent link: https://www.econbiz.de/10001755276
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Forecasting large covariance matrix with high-frequency data using factor approach for the correlation matrix
Dong, Yingjie; Tse, Yiu Kuen - In: Economics letters 195 (2020), pp. 1-4
Persistent link: https://www.econbiz.de/10012509995
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Structural correlation decompositions for business cycle analysis
Andrle, Michal - In: Economics letters 115 (2012) 3, pp. 390-391
Persistent link: https://www.econbiz.de/10009632375
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On the identification of multivariate correlated unobserved components models
Trenkler, Carsten; Weber, Enzo - In: Economics letters 138 (2016), pp. 15-18
Persistent link: https://www.econbiz.de/10011615339
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Wild bootstrap Ljung-Box test for cross correlations of multivariate time series
Lee, Taewook - In: Economics letters 147 (2016), pp. 59-62
Persistent link: https://www.econbiz.de/10011619440