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A conditional-heteroskedasticity-robust confidence interval for the autoregressive parameter
Andrews, Donald W. K.; Guggenberger, Patrik - In: The review of economics and statistics 96 (2014) 2, pp. 376-381
Persistent link: https://www.econbiz.de/10010392945
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High-frequency data, frequency domain inference, and volatility forecasting
Bollerslev, Tim; Wright, Jonathan H. - In: The review of economics and statistics 83 (2001) 4, pp. 596-602
Persistent link: https://www.econbiz.de/10001627219
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On adjustment the Hodrick-Prescott filter for frequency observations
Ravn, Morten O.; Uhlig, Harald - In: The review of economics and statistics 84 (2002) 2, pp. 371-376
Persistent link: https://www.econbiz.de/10001692263
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Nonparametric tests for the independence of regressors and disturbances as specification tests
Johnson, David S. - In: The review of economics and statistics 79 (1997) 2, pp. 335-340
Persistent link: https://www.econbiz.de/10001222402
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How fast do economies converge?
Evans, Paul D. - In: The review of economics and statistics 79 (1997) 2, pp. 219-225
Persistent link: https://www.econbiz.de/10001222491
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Estimating deterministic trends in the presence of serially correlated errors
Canjels, Eugene - In: The review of economics and statistics 79 (1997) 2, pp. 184-200
Persistent link: https://www.econbiz.de/10001222497
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Estimating the density tail index for financial time series
Kearns, Phillip - In: The review of economics and statistics 79 (1997) 2, pp. 171-175
Persistent link: https://www.econbiz.de/10001222499
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Testing the rationality of survey data using the weighted double-bootstrapped method of moments
Jeong, Jinook - In: The review of economics and statistics 78 (1996) 2, pp. 296-302
Persistent link: https://www.econbiz.de/10001222835
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A note on spurious inference in a linearly detrended vector autoregression
Ohanian, Lee E. - In: The review of economics and statistics 73 (1991) 3, pp. 568-571
Persistent link: https://www.econbiz.de/10001114438
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A Monte Carlo comparison of time varying parameter and multiprocess mixture models in the presence of structural shifts and outliers
Gamble, James A. - In: The review of economics and statistics 75 (1993) 3, pp. 515-519
Persistent link: https://www.econbiz.de/10001162848