Robust inference on correlation under general heterogeneity
From MaRDI portal
Cites work
- An improved generalized spectral test for conditional mean models in time series with conditional heteroskedasticity of unknown form
- Bimodal t-ratios: the impact of thick tails on inference
- Bootstrapping autoregressions with conditional heteroskedasticity of unknown form
- Bootstrapping the Box-Pierce Q test: a robust test of uncorrelatedness
- Consistent Testing for Serial Correlation of Unknown Form
- Data-based ranking of realised volatility estimators
- Generalized Spectral Tests for Conditional Mean Models in Time Series with Conditional Heteroscedasticity of Unknown Form
- Identification of Dynamic Regression (Distributed Lag) Models Connecting Two Time Series
- Inference For Autocorrelations Under Weak Assumptions
- Limit distributions of self-normalized sums
- On a measure of lack of fit in time series models
- Quasi-maximum likelihood estimation and bootstrap inference in fractional time series models with heteroskedasticity of unknown form
- ROBUST TESTS FOR WHITE NOISE AND CROSS-CORRELATION
- Spectral tests of the martingale hypothesis under conditional heteroscedasticity
- Testing for serial correlation in multivariate regression models
- Testing for strong serial correlation and dynamic conditional heteroskedasticity in multiple regression
- TESTING FOR WHITE NOISE UNDER UNKNOWN DEPENDENCE AND ITS APPLICATIONS TO DIAGNOSTIC CHECKING FOR TIME SERIES MODELS
- TESTING FOR ZERO AUTOCORRELATION IN THE PRESENCE OF STATISTICAL DEPENDENCE
- Testing the Autocorrelation Structure of Disturbances in Ordinary Least Squares and Instrumental Variables Regressions
- THE PROBABLE ERROR OF A MEAN
- Time Series Regression with a Unit Root
This page was built for publication: Robust inference on correlation under general heterogeneity
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q6199632)
