The following pages link to Andreea G. Halunga (Q524815):
Displayed 4 items.
- A heteroskedasticity robust Breusch-Pagan test for contemporaneous correlation in dynamic panel data models (Q524816) (← links)
- Ratio-based estimators for a change point in persistence (Q528070) (← links)
- FIRST-ORDER ASYMPTOTIC THEORY FOR PARAMETRIC MISSPECIFICATION TESTS OF GARCH MODELS (Q3632429) (← links)
- Neglecting structural breaks when estimating and valuing dynamic correlations for asset allocation (Q5860951) (← links)