HAC estimation and strong linearity testing in weak ARMA models (Q860337): Difference between revisions

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+Heteroskedasticity and Autocorrelation Consistent Covariance Matrix Estimation
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+Q4836494
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+Q3947020
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+Q3827448
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+MIXING AND MOMENT PROPERTIES OF VARIOUS GARCH AND STOCHASTIC  VOLATILITY MODELS
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+Testing for Neglected Heterogeneity
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+Consistency of Kernel Estimators of Heteroscedastic and Autocorrelated Covariance Matrices
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+Convergence of Distributions Generated by Stationary Stochastic Processes
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+Estimating linear representations of nonlinear processes
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+Covariance matrix estimation for estimators of mixing weak ARMA models
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+A CENTRAL LIMIT THEOREM FOR MIXING TRIANGULAR ARRAYS OF VARIABLES WHOSE DEPENDENCE IS ALLOWED TO GROW WITH THE SAMPLE SIZE
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+Diagnostic Checking in ARMA Models With Uncorrelated Errors
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+Q4039983
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+Consistent Covariance Matrix Estimation for Dependent Heterogeneous Processes
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+Large Sample Properties of Generalized Method of Moments Estimators
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+Q4360236
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+Consistent Testing for Serial Correlation of Unknown Form
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+Q4807340
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+HETEROSKEDASTICITY-AUTOCORRELATION ROBUST TESTING USING  BANDWIDTH EQUAL TO SAMPLE SIZE
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+Heteroskedasticity-Autocorrelation Robust Standard Errors Using The Bartlett Kernel Without Truncation
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+The Covariance Matrix of the Information Matrix Test
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+ASYMPTOTIC THEORY FOR A VECTOR ARMA-GARCH MODEL
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+TESTING FOR ZERO AUTOCORRELATION IN THE PRESENCE OF STATISTICAL  DEPENDENCE
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+Q4039873
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+A Simple, Positive Semi-Definite, Heteroskedasticity and Autocorrelation Consistent Covariance Matrix
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+On Consistent Estimates of the Spectrum of a Stationary Time Series
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+The mixing property of bilinear and generalised random coefficient autoregressive models
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+Time Series Regression with a Unit Root
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+Q3323077
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+Inference For Autocorrelations Under Weak Assumptions
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+Maximum Likelihood Estimation of Misspecified Models
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