SUBGEOMETRICALLY ERGODIC AUTOREGRESSIONS WITH AUTOREGRESSIVE CONDITIONAL HETEROSKEDASTICITY.
- Published in:
- Econometric Theory, 2025, v. 41, n. 1, p. 218, doi. 10.1017/S026646662300035X
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- Publication type:
- Article
Works matching IS 02664666 AND DT 2025 AND VI 41 AND IP 1
Results: 7
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SPECIFICATION TESTS FOR TIME-VARYING COEFFICIENT PANEL DATA MODELS – ERRATUM.
- Published in:
- 2025
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- Publication type:
- Correction Notice
3
IDENTIFICATION AND INFERENCE IN A QUANTILE REGRESSION DISCONTINUITY DESIGN UNDER RANK SIMILARITY WITH COVARIATES.
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- Econometric Theory, 2025, v. 41, n. 1, p. 172, doi. 10.1017/S026646662300021X
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- Publication type:
- Article
4
SPECIFICATION TESTS FOR TIME-VARYING COEFFICIENT PANEL DATA MODELS.
- Published in:
- Econometric Theory, 2025, v. 41, n. 1, p. 123, doi. 10.1017/S026646662300018X
- By:
- Publication type:
- Article
5
TESTING FOR ANTICIPATED CHANGES IN SPOT VOLATILITY AT EVENT TIMES.
- Published in:
- Econometric Theory, 2025, v. 41, n. 1, p. 1, doi. 10.1017/S0266466623000178
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- Publication type:
- Article
6
ALGORITHMIC SUBSAMPLING UNDER MULTIWAY CLUSTERING.
- Published in:
- Econometric Theory, 2025, v. 41, n. 1, p. 79, doi. 10.1017/S0266466623000166
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- Publication type:
- Article
7
A NOVEL APPROACH TO PREDICTIVE ACCURACY TESTING IN NESTED ENVIRONMENTS.
- Published in:
- Econometric Theory, 2025, v. 41, n. 1, p. 35, doi. 10.1017/S0266466623000154
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- Publication type:
- Article