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A nonparametric goodness-of-fit-based test for conditional heteroskedasticity
Su, Liangjun; Ullah, Aman - In: Econometric theory 29 (2013) 1, pp. 187-212
Persistent link: https://www.econbiz.de/10009747860
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Semiparametric efficient estimation of the mean of a time series in the presence of conditional heterogeneity of unknown form
Hodgson, Douglas J. - In: Econometric reviews 23 (2004) 3, pp. 229-257
Persistent link: https://www.econbiz.de/10002263074
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Microeconomic models for long-memory in the volatility of financial time series
Kirman, Alan P.; Teyssière, Gilles - 2002
Persistent link: https://www.econbiz.de/10001720507
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Semiparametric estimation of a heteroskedastic sample selection model
Chen, Songnian; Khan, Shakeeb - In: Econometric theory 19 (2003) 6, pp. 1040-1064
Persistent link: https://www.econbiz.de/10001818962
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Exact non-parametric tests for a random walk with unknown drift under conditional heteroscedasticity
Luger, Richard - 2001
Persistent link: https://www.econbiz.de/10001555177
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Efficient estimation of conditional asset-pricing models
Hodgson, Douglas J.; Vorkink, Keith P. - In: Journal of business & economic statistics : JBES ; a … 21 (2003) 2, pp. 269-283
Persistent link: https://www.econbiz.de/10001757481
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Microeconomic models for long memory in the volatility of financial time series
Kirman, Alan P. (contributor);  … - In: Studies in nonlinear dynamics and econometrics : SNDE ; … 5 (2001) 4, pp. 281-302
Persistent link: https://www.econbiz.de/10001769757
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Nonparametric generalized least squares in applied regression analysis
O'Hara, Michael E.; Parmeter, Christopher F. - In: Pacific economic review 18 (2013) 4, pp. 456-474
Persistent link: https://www.econbiz.de/10010234853
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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
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Heteroskedasticity-robust semi-parametric GMM estimation of a spatial model with space-varying coefficients
Wei, Hongjie; Sun, Yan - In: Spatial economic analysis : the journal of the Regional … 12 (2017) 1, pp. 113-128
Persistent link: https://www.econbiz.de/10011669077