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Testing constancy of correlation with an application to international equity returns

Bera, Anil K.; Kim, Sangwhan - 1996

Persistent link: https://www.econbiz.de/10000959739

Testing constancy of correlation and other specifications of the BGARCH model with an application to international equity returns

Bera, Anil K.; Kim, Sangwhan - 2000

Persistent link: https://www.econbiz.de/10001534279

Testing constancy of correlation and other specifications of the BGARCH model with an application to international equity returns

Bera, Anil K.; Kim, Sangwhan - 2001 - Rev.

Persistent link: https://www.econbiz.de/10001626756

Testing constancy of correlation and other specifications of the BGARCH model with an application to international equity returns

Bera, Anil K.; Kim, Sangwhan - In: Journal of empirical finance 9 (2002) 2, pp. 171-195

Persistent link: https://www.econbiz.de/10001655807

Evaluating measures of dependence for linearly generated nonlinear time series along with spurious correlation

Agiakloglou, Christos N.; Bera, Anil K.; Deligiannakis, … - In: Journal of economics and finance : JEF 46 (2022) 3, pp. 535-552

Persistent link: https://www.econbiz.de/10013442210

Heteroskedasticity Consistent Covariance Matrix Estimators for Spatial Autoregressive Models

Taspinar, Suleyman - 2018

In the presence of heteroskedasticity, conventional test statistics based on the ordinary least square estimator lead to incorrect inference results for the linear regression model. Given that heteroskedasticity is common in cross-sectional data, the test statistics based on various forms of...

Persistent link: https://www.econbiz.de/10012931988