Samuel B. Thompson
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List of research outcomes
This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon!
| Publication | Date of Publication | Type |
|---|---|---|
| Volatility comovement: a multifrequency approach Journal of Econometrics | 2016-06-10 | Paper |
| Robust confidence intervals for autoregressive coefficients near one | 2007-10-09 | Paper |
| ROBUST TESTS OF THE UNIT ROOT HYPOTHESIS SHOULD NOT BE “MODIFIED” Econometric Theory | 2005-10-18 | Paper |
| OPTIMAL VERSUS ROBUST INFERENCE IN NEARLY INTEGRATED NON-GAUSSIAN MODELS Econometric Theory | 2004-09-07 | Paper |
Research outcomes over time
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