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Distribution theory for the studentized mean for long, short, and negative memory time series
McElroy, Tucker; Politis, Dimitris N. - In: Journal of econometrics 177 (2013) 1, pp. 60-76
Persistent link: https://www.econbiz.de/10010189878
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A test of symmetry based on L-moments with an application to the business cycles of the G7 economies
Bastianin, Andrea; Manera, Matteo - In: Economics letters 198 (2021), pp. 1-6
Persistent link: https://www.econbiz.de/10012605747
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An intuitive skewness-based symmetry test applicable to stationary time series data
Hartigan, Luke - In: Studies in nonlinear dynamics and econometrics : SNDE ; … 23 (2019) 5, pp. 1-17
Persistent link: https://www.econbiz.de/10012198490
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Testing for symmetry in weakly dependent time series
Hartigan, Luke - 2016
Persistent link: https://www.econbiz.de/10011783170
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A test of time reversibility based on L-moments with an application to the business cycles of the G7 economies
Bastianin, Andrea; Manera, Matteo - 2020
Persistent link: https://www.econbiz.de/10012320312
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Mixed data kernel copulas
Racine, Jeffrey - In: Empirical economics : a journal of the Institute for … 48 (2015) 1, pp. 37-59
Persistent link: https://www.econbiz.de/10011285976
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Can we reject linearity in an HAR-RV model for the S&P 500? : insights from a nonparametric HAR-RV
Lahaye, Jérôme; Shaw, Philip - In: Economics letters 125 (2014) 1, pp. 43-46
Persistent link: https://www.econbiz.de/10010504778
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Nonlinear and time-varying risk premia
Ma, Chaoqun; Mi, Xianhua; Cai, Zongwu - In: China economic review : an international journal 62 (2020), pp. 1-30
Persistent link: https://www.econbiz.de/10012607208
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Dynamic autoregressive liquidity (DArLiQ)
Hafner, Christian M.; Linton, Oliver; Wang, Linqi - 2022
Persistent link: https://www.econbiz.de/10013263369
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Testing for a unit root with nonstationary nonlinear heteroskedasticity
Tu, Yundong; Chan, Nigel; Wang, Qiying - In: Econometric reviews 39 (2020) 9, pp. 904-929
Persistent link: https://www.econbiz.de/10012295588