Narrow search
Showing 1 - 10 of 663,359
Cover Image
Optimal bandwidth choice for interval estimation in GMM regression
Sun, Yixiao (contributor); Phillips, Peter C. B. (contributor) - 2008
Persistent link: https://www.econbiz.de/10003767435
Cover Image
Optimal bandwidth selection in heteroskedasticity-autocorrelation robust testing
Sun, Yixiao (contributor); Phillips, Peter C. B. (contributor) - 2006
Persistent link: https://www.econbiz.de/10003468430
Cover Image
Optimal bandwidth selection in heteroskedasticity-autocorrelation robust testing
Sun, Yixiao (contributor); Phillips, Peter C. B. (contributor) - 2005
Persistent link: https://www.econbiz.de/10003761924
Cover Image
Optimal Bandwidth Selection in Heteroskedasticity-Autocorrelation Robust Testing
Sun, Yixiao - 2006
-parametric tests. Small-b asymptotics involve standard limit theory such as standard normal or chi-squared limits, whereas fixed …
Persistent link: https://www.econbiz.de/10012783449
Cover Image
Robust trend estimation for AR(1) disturbances
Fried, Roland (contributor); Gather, Ursula (contributor) - 2004
Prais-Winsten transformation using a robust autocorrelation estimator. …
Persistent link: https://www.econbiz.de/10002569941
Cover Image
The sensitivity of the RESET tests to disturbance autocorrelation in regression analysis
Leung, Siu Fai; Yu, Shihti - In: Empirical economics : a journal of the Institute for … 26 (2001) 4, pp. 721-726
Persistent link: https://www.econbiz.de/10001625682
Cover Image
Predicting stock realized variance based on an asymmetric robust regression approach
Zhang, Yaojie; He, Mengxi; Zhao, Yuqi; Hao, Xianfeng - In: Bulletin of economic research 75 (2023) 4, pp. 1022-1047
Persistent link: https://www.econbiz.de/10014435626
Cover Image
A robust Bayesian approach for unit root testing
Conigliani, Caterina; Spezzaferri, Fulvio - In: Econometric theory 23 (2007) 3, pp. 440-463
Persistent link: https://www.econbiz.de/10003541250
Cover Image
On the robustness of Ljung-Box and McLeod-Li Q tests : a simulation study
Chen, Yi-ting (contributor) - In: Economics bulletin : EB (2002)
Persistent link: https://www.econbiz.de/10001740184
Cover Image
Robust tests against smooth transition autoregressive (STAR) models
Beg, A. B. M. Rabiul Alam; Silvapulle, Mervyn Joseph; … - 1998
Persistent link: https://www.econbiz.de/10001378669