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Time series analysis
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Expected shortfall estimation and Gaussian inference for infinite variance time series
Hill, Jonathan B.
- In:
Journal of financial econometrics : official journal of …
13
(
2015
)
1
,
pp. 1-44
Persistent link: https://www.econbiz.de/10010519664
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2
Moment condition tests for heavy tailed time series
Hill, Jonathan B.
;
Aguilar, Mike
- In:
Journal of econometrics
172
(
2013
)
2
,
pp. 255-274
Persistent link: https://www.econbiz.de/10009706204
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3
Testing for granger causality with mixed frequency data
Ghysels, Eric
;
Hill, Jonathan B.
;
Motegi, Kaiji
-
2013
Persistent link: https://www.econbiz.de/10010193401
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4
A max-correlation white noise test for weakly dependent time series
Hill, Jonathan B.
;
Motegi, Kaiji
- In:
Econometric theory
36
(
2020
)
5
,
pp. 907-960
Persistent link: https://www.econbiz.de/10012307244
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5
Parameter estimation robust to low-frequency contamination
McCloskey, Adam
;
Hill, Jonathan B.
- In:
Journal of business & economic statistics : JBES ; a …
35
(
2017
)
4
,
pp. 598-610
Persistent link: https://www.econbiz.de/10011893837
Saved in:
6
Testing for Granger causality with mixed frequency data
Ghysels, Eric
;
Hill, Jonathan B.
;
Motegi, Kaiji
- In:
Journal of econometrics
192
(
2016
)
1
,
pp. 207-230
Persistent link: https://www.econbiz.de/10011617146
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