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Testing for linear autoregressive dynamics under heteroskedasticity
Hafner, Christian M.; Herwartz, Helmut - In: The econometrics journal 3 (2000) 2, pp. 177-197
Persistent link: https://www.econbiz.de/10001546181
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A heteroskedasticity and autocorrelation robust F test using an orthonormal series variance estimator
Sun, Yixiao - In: The econometrics journal 16 (2013) 1, pp. 1-26
Persistent link: https://www.econbiz.de/10009722516
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Testing for moderate explosiveness
Guo, Gangzheng; Sun, Yixiao; Wang, Shaoping - In: The econometrics journal 22 (2019) 1, pp. 73-95
Persistent link: https://www.econbiz.de/10012166654
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The relation between conditionally heteroskedastic factor models and factor GARCH models
Sentana, Enrique - In: The econometrics journal 1 (1998) 2, pp. 1-9
Persistent link: https://www.econbiz.de/10001443694
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Residual-based diagnostics for conditional heteroscedasticity models
Tse, Yiu Kuen - In: The econometrics journal 5 (2002) 2, pp. 358-373
Persistent link: https://www.econbiz.de/10001713303
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Robust modelling of DTARCH models
Hui, Yer Van; Jiang, Jiancheng - In: The econometrics journal 8 (2005) 2, pp. 143-158
Persistent link: https://www.econbiz.de/10003018828
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Testing overidentifying restrictions with many instruments and heteroscedasticity using regularised jackknife IV
Carrasco, Marine; Doukali, Mohamed - In: The econometrics journal 25 (2022) 1, pp. 71-97
Persistent link: https://www.econbiz.de/10012878896
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Heteroscedasticity-robust C p model averaging
Liu, Qingfeng; Okui, Ryo - In: The econometrics journal 16 (2013) 3, pp. 463-472
Persistent link: https://www.econbiz.de/10010253631
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Weighted composite quantile regression estimation of DTARCH models
Jiang, Jiancheng; Jiang, Xuejun; Song, Xinyuan - In: The econometrics journal 17 (2014) 1, pp. 1-23
Persistent link: https://www.econbiz.de/10010498763
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Change-point monitoring in linear models
Aue, Alexander; Horváth, Lajos; Hušková, Marie; … - In: The econometrics journal 9 (2006) 3, pp. 373-403
Persistent link: https://www.econbiz.de/10003390158