Nonparametric bootstrap tests for independence of generalized errors.
- Published in:
- Econometrics Journal, 2016, v. 19, n. 1, p. 55, doi. 10.1111/ectj.12059
- By:
- Publication type:
- Article
Works matching IS 13684221 AND DT 2016 AND VI 19 AND IP 1
Results: 7
1
2
Residuals-based tests for cointegration with generalized least-squares detrended data.
- Published in:
- Econometrics Journal, 2016, v. 19, n. 1, p. 84, doi. 10.1111/ectj.12056
- By:
- Publication type:
- Article
3
Validity of Edgeworth expansions for realized volatility estimators.
- Published in:
- Econometrics Journal, 2016, v. 19, n. 1, p. 1, doi. 10.1111/ectj.12058
- By:
- Publication type:
- Article
4
Generalized dynamic factor models and volatilities: recovering the market volatility shocks.
- Published in:
- Econometrics Journal, 2016, v. 19, n. 1, p. C33, doi. 10.1111/ectj.12047
- By:
- Publication type:
- Article
5
Asymptotic refinements of nonparametric bootstrap for quasi-likelihood ratio tests for classes of extremum estimators.
- Published in:
- Econometrics Journal, 2016, v. 19, n. 1, p. 33, doi. 10.1111/ectj.12060
- By:
- Publication type:
- Article
6
An overview of the estimation of large covariance and precision matrices.
- Published in:
- Econometrics Journal, 2016, v. 19, n. 1, p. C1, doi. 10.1111/ectj.12061
- By:
- Publication type:
- Article
7
Royal Economic Society Annual Conference 2014 Special Issue on Large Dimensional Models.
- Published in:
- 2016
- By:
- Publication type:
- Editorial