![]() ![]() " Testing for cross-sectional dependence in a panel factor model using the wild bootstrap $$F$$ test," Badi Baltagi & Chihwa Kao & Sanggon Na, 2013." Mixing And Moment Properties Of Various Garch And Stochastic Volatility Models,"Įconometric Theory, Cambridge University Press, vol. Carrasco, Marine & Chen, Xiaohong, 2002." Testing for unit roots in the possible presence of multiple trend breaks using minimum Dickey–Fuller statistics," 68(2), pages 407-424, March.Ĥ82efe95-3738-4a9f-b833-e, Tilburg University, School of Economics and Management.ġ996-52, Tilburg University, Center for Economic Research. " Consistency of Kernel Estimators of Heteroscedastic and Autocorrelated Covariance Matrices,"Įconometrica, Econometric Society, vol. Metrika: International Journal for Theoretical and Applied Statistics, Springer, vol. " A new fluctuation test for constant variances with applications to finance," Dominik Wied & Matthias Arnold & Nicolai Bissantz & Daniel Ziggel, 2012. ![]() 16(1), pages 73-80, January.Įconomics Letters, Elsevier, vol. Journal of Business & Economic Statistics, American Statistical Association, vol. " Testing for a Shift in Mean without Having to Estimate Serial-Correlation Parameters," " Nonlinear IV panel unit root testing under structural breaks in the error variance,"
0 Comments
Leave a Reply. |
AuthorWrite something about yourself. No need to be fancy, just an overview. ArchivesCategories |