Robustifying multivariate trend tests to nonstationary volatility (Q527989): Difference between revisions

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+W2008937737
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+Heteroskedasticity and Autocorrelation Consistent Covariance Matrix Estimation
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+An Improved Heteroskedasticity and Autocorrelation Consistent Covariance Matrix Estimator
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+Q5476586
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+Testing for co-integration in vector autoregressions with non-stationary volatility
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+Testing for unit roots in time series models with non-stationary volatility
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+BOOTSTRAP UNIT ROOT TESTS FOR TIME SERIES WITH NONSTATIONARY VOLATILITY
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+Nonstationary nonlinear heteroskedasticity in regression
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+Stochastic Limit Theory
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+Bootstrapping autoregressions with conditional heteroskedasticity of unknown form
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+Asymptotic and Bootstrap Inference for AR(∞) Processes with Conditional Heteroskedasticity
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+A simple, robust and powerful test of the trend hypothesis
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+Handbook of econometrics. Vol. 5
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+The Error in Rejection Probability of Simple Autocorrelation Robust Tests
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+Heteroskedasticity-Autocorrelation Robust Standard Errors Using The Bartlett Kernel Without Truncation
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+A NEW ASYMPTOTIC THEORY FOR HETEROSKEDASTICITY-AUTOCORRELATION ROBUST TESTS
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+Simple Robust Testing of Regression Hypotheses
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+Estimating deterministic trends with an integrated or stationary noise component
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+Inference in Autoregression under Heteroskedasticity
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+Testing for Trend in the Presence of Autoregressive Error
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+Optimal Bandwidth Selection in Heteroskedasticity–Autocorrelation Robust Testing
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+Trend Function Hypothesis Testing in the Presence of Serial Correlation
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+Testing for common deterministic trend slopes
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+A Heteroskedasticity-Consistent Covariance Matrix Estimator and a Direct Test for Heteroskedasticity
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+Jackknife, bootstrap and other resampling methods in regression analysis
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+Bootstrapping Autoregression under Non-stationary Volatility
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+Adaptive estimation of autoregressive models with time-varying variances
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