Unbounded heteroscedasticity in first-order autoregressive models and the Eicker-White asymptotic variance estimator (Q2270348): Difference between revisions

@@ Property / author @@
+Nikolaos C. Kourogenis
@@ Property / author: Nikolaos C. Kourogenis / rank @@
+Normal rank
@@ Property / MaRDI profile type @@
+MaRDI publication profile
@@ Property / MaRDI profile type: MaRDI publication profile / rank @@
+Normal rank
@@ Property / full work available at URL @@
+https://doi.org/10.1016/j.econlet.2009.10.008
+Normal rank
@@ Property / OpenAlex ID @@
+W2083602761
@@ Property / OpenAlex ID: W2083602761 / rank @@
+Normal rank
@@ Property / cites work @@
+Heteroskedasticity and Autocorrelation Consistent Covariance Matrix Estimation
+Normal rank
@@ Property / cites work @@
+Consistency of Kernel Estimators of Heteroscedastic and Autocorrelated Covariance Matrices
+Normal rank
@@ Property / cites work @@
+Asymptotic Normality and Consistency of the Least Squares Estimators for Families of Linear Regressions
+Normal rank
@@ Property / cites work @@
+Consistent Covariance Matrix Estimation for Dependent Heterogeneous Processes
+Normal rank
@@ Property / cites work @@
+On the Stable Paretian Behavior of Stock-Market Prices
+Normal rank
@@ Property / cites work @@
+Testing for a unit root under errors with just barely infinite variance
+Normal rank
@@ Property / cites work @@
+A Simple, Positive Semi-Definite, Heteroskedasticity and Autocorrelation Consistent Covariance Matrix
+Normal rank
@@ Property / cites work @@
+Heteroscedasticity in Models with Lagged Dependent Variables
+Normal rank
@@ Property / cites work @@
+Automatic Frequency Domain Inference on Semiparametric and Nonparametric Models
+Normal rank
@@ Property / cites work @@
+A Heteroskedasticity-Consistent Covariance Matrix Estimator and a Direct Test for Heteroskedasticity
+Normal rank