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Detecting serial dependence in tail events : a test dual to the BDS test
Diks, Cees G. H. - 2002
Persistent link: https://www.econbiz.de/10001689451
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A new semiparametric spatial model for panel time series
Chen, Xiaoheng; Conley, Timothy G. - In: Journal of econometrics 105 (2001) 1, pp. 59-83
Persistent link: https://www.econbiz.de/10001617144
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The Brownian bridge E-M algorithm for covariance estimation with missing data
Morokoff, William J. - In: The journal of computational finance 2 (1998/1999) 2, pp. 75-100
Persistent link: https://www.econbiz.de/10001633412
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An alternative to the BDS test : integration across the correlation integral
Kočenda, Evžen - In: Econometric reviews 20 (2001) 3, pp. 337-351
Persistent link: https://www.econbiz.de/10001606191
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Tests for serial independence and linearity based on correlation integrals
Diks, Cees G. H.; Manzan, Sebastiano - 2001
Persistent link: https://www.econbiz.de/10001606728
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Nonsense regressions due to neglected time-varying means
Hassler, Uwe - In: Statistical papers 44 (2003) 2, pp. 169-182
Persistent link: https://www.econbiz.de/10001744679
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Cross- and auto-correlation effects arising from averaging : the case of US interest rates and equity duration
Hallerbach, Winfried G. - In: Applied financial economics 13 (2003) 4, pp. 287-294
Persistent link: https://www.econbiz.de/10001748451
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Latent variable analysis and partial correlation graphs for multivariate time series
Fried, Roland; Didelez, Vanessa - 2003
Persistent link: https://www.econbiz.de/10001788629
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Test for serial independence and linearity based on correlation integrals
Diks, Cees G. H. (contributor);  … - In: Studies in nonlinear dynamics and econometrics : SNDE ; … 6 (2002) 2
Persistent link: https://www.econbiz.de/10001790020
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Kernel-based nonlinear canonical analysis and time reversibility
Darolles, Serge; Florens, Jean-Pierre; Gouriéroux, … - In: Journal of econometrics 119 (2004) 2, pp. 323-353
Persistent link: https://www.econbiz.de/10001956316