Reprint of: Robust inference on correlation under general heterogeneity

DOI10.1016/J.JECONOM.2024.105744MaRDI QIDQ6664646zbMATH OpenFDO

Authors L. Giraitis, Yufei Li, Peter C. B. Phillips

Publication date 16 January 2025

Published in Journal of Econometrics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/J.JECONOM.2024.105744

zbMATH Keywords

cross-correlationheteroskedasticitymartingale differencesserial correlation

Mathematics Subject Classification ID

Statistics (62-XX) Game theory, economics, finance, and other social and behavioral sciences (91-XX)

Cites work

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