scientific article; zbMATH DE number 7096038

zbMATH Open1418.62009MaRDI QIDQ5229999FDOQ5229999

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Publication date: 19 August 2019

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Applications of statistics to economics (62P20) Research exposition (monographs, survey articles) pertaining to statistics (62-02)

Cited In (29)

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Generating schemes for long memory processes: regimes, aggregation and linearity
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Strong consistency of least-squares estimation in linear regression models with vague concepts
Simple interpolations of inflation expectations
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Evaluating GARCH models.
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Simultaneous Equation Systems With Heteroscedasticity: Identification, Estimation, and Stock Price Elasticities
Sequential tests of causality between environmental time series: with application to the global warming theory
An extension of the Gauss-Newton algorithm for estimation under asymmetric loss
Cross-sectional dependence robust block bootstrap panel unit root tests
A guaranteed estimate of the parameter reconstruction error in a linear difference system
Asymptotically honest confidence regions for high dimensional parameters by the desparsified conservative Lasso
UNIFORM INFERENCE IN HIGH-DIMENSIONAL DYNAMIC PANEL DATA MODELS WITH APPROXIMATELY SPARSE FIXED EFFECTS
Time series modeling of paleoclimate data
The effect of data transformation on common cycle, cointegration, and unit root tests: Monte Carlo results and a simple test
Heteroskedasticity Robust Panel Unit Root Testing Under Variance Breaks in Pooled Regressions
Local GMM estimation of time series models with conditional moment restrictions

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