Pages that link to "Item:Q3806654"
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The following pages link to A Simple, Positive Semi-Definite, Heteroskedasticity and Autocorrelation Consistent Covariance Matrix (Q3806654):
Displayed 50 items.
- Contracting in space: An application of spatial statistics to discrete-choice models (Q109367) (← links)
- GMM estimation with cross sectional dependence (Q113633) (← links)
- Unemployment and the business cycle in a small open economy (Q671544) (← links)
- What do interest rates reveal about the functioning of real business cycle models ? (Q671549) (← links)
- Present value models with feedback (Q671895) (← links)
- Changes in seasonal patterns (Q671898) (← links)
- Disequilibrium and uncertainty in cointegrated systems (Q672564) (← links)
- Long-term and short-term price memory in the stock market (Q672632) (← links)
- Exchange rate returns, `news', and risk premia (Q672790) (← links)
- The term structure of interest rates in real and monetary economies (Q673681) (← links)
- Seasonality and equilibrium business cycle theories (Q673801) (← links)
- Labor productivity during the Great Depression (Q674236) (← links)
- Testing the null hypothesis of stationarity against the alternative of a unit root. How sure are we that economic time series have a unit root? (Q675678) (← links)
- An econometric analysis of nonsynchronous trading (Q749146) (← links)
- Simulation estimation of time-series models (Q751158) (← links)
- Multi-step estimation and forecasting in dynamic models (Q756348) (← links)
- Some evidence on the accuracy of Phillips-Perron tests using alternative estimates of nuisance parameter (Q806888) (← links)
- Are consumption-based intertemporal capital asset pricing models structural? (Q808144) (← links)
- Heuristic modeling of expectation formation in a complex experimental information environment (Q852964) (← links)
- HAC estimation and strong linearity testing in weak ARMA models (Q860337) (← links)
- A systematic comparison of professional exchange rate forecasts with the judgemental forecasts of novices (Q862763) (← links)
- Long run variance estimation and robust regression testing using sharp origin kernels with no truncation (Q866643) (← links)
- Least absolute error estimation in the presence of serial correlation (Q908646) (← links)
- Residual risk revisited (Q914318) (← links)
- Using conditional moments of asset payoffs to infer the volatility of intertemporal marginal rates of substitution (Q921792) (← links)
- Learning under supervision: an experimental study (Q934684) (← links)
- Determinants of S\&P 500 index option returns (Q941727) (← links)
- Testing for bubbles and change-points (Q953776) (← links)
- Financial crashes as endogenous jumps: estimation, testing and forecasting (Q956492) (← links)
- A new statistic and practical guidelines for nonparametric Granger causality testing (Q959641) (← links)
- Comparing solution methods for dynamic equilibrium economies (Q959687) (← links)
- A conditional extreme value volatility estimator based on high-frequency returns (Q959736) (← links)
- How big is the debt overhang problem? (Q959740) (← links)
- Minimum distance estimation of GARCH(1,1) models (Q1010531) (← links)
- High frequency market microstructure noise estimates and liquidity measures (Q1018630) (← links)
- A minimum Hellinger distance estimator for stochastic differential equations: an application to statistical inference for continuous time interest rate models (Q1023627) (← links)
- Deriving the autocovariances of powers of Markov-switching GARCH models, with applications to statistical inference (Q1023632) (← links)
- A GMM procedure for combining volatility forecasts (Q1023635) (← links)
- Drift and breaks in labor productivity (Q1027397) (← links)
- Trends and random walks in macroeconomic time series (Q1112530) (← links)
- Efficient estimation and testing of cointegrating vectors in the presence of deterministic trends (Q1194026) (← links)
- The KPSS stationarity test as a unit root test (Q1194710) (← links)
- The effect of seasonal adjustment filters on tests for a unit root (with discussion) (Q1203074) (← links)
- Heteroskedastic cointegration (Q1203087) (← links)
- Testing for a unit root in time series using instrumental variable estimators with pretest data based model selection (Q1203088) (← links)
- Does the method of data detrending matter? A study of the KPSS test against long memory alternatives (Q1275109) (← links)
- Estimation of posterior density functions from a posterior sample. (Q1285505) (← links)
- Volatility and GMM -- Monte Carlo studies and empirical estimations (Q1297655) (← links)
- System estimators of cointegrating matrix in absence of normalising information (Q1298418) (← links)
- Posterior simulation and Bayes factors in panel count data models (Q1298436) (← links)