9 results
ESTIMATION OF TIME-VARYING COVARIANCE MATRICES FOR LARGE DATASETS
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- Journal:
- Econometric Theory / Volume 37 / Issue 6 / December 2021
- Published online by Cambridge University Press:
- 08 February 2021, pp. 1100-1134
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ROBUST TESTS FOR WHITE NOISE AND CROSS-CORRELATION
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- Journal:
- Econometric Theory / Volume 38 / Issue 5 / October 2022
- Published online by Cambridge University Press:
- 21 September 2020, pp. 913-941
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STATIONARY INTEGRATED ARCH(∞) AND AR(∞) PROCESSES WITH FINITE VARIANCE
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- Journal:
- Econometric Theory / Volume 34 / Issue 6 / December 2018
- Published online by Cambridge University Press:
- 17 October 2017, pp. 1159-1179
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ASYMPTOTIC NORMALITY FOR WEIGHTED SUMS OF LINEAR PROCESSES
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- Journal:
- Econometric Theory / Volume 30 / Issue 1 / February 2014
- Published online by Cambridge University Press:
- 20 August 2013, pp. 252-284
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AGGREGATION OF THE RANDOM COEFFICIENT GLARCH(1,1) PROCESS
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- Journal:
- Econometric Theory / Volume 26 / Issue 2 / April 2010
- Published online by Cambridge University Press:
- 30 September 2009, pp. 406-425
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A TEST FOR STATIONARITY VERSUS TRENDS AND UNIT ROOTS FOR A WIDE CLASS OF DEPENDENT ERRORS
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- Journal:
- Econometric Theory / Volume 22 / Issue 6 / December 2006
- Published online by Cambridge University Press:
- 03 November 2006, pp. 989-1029
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Testing for long memory in the presence of a general trend
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- Journal:
- Journal of Applied Probability / Volume 38 / Issue 4 / December 2001
- Published online by Cambridge University Press:
- 14 July 2016, pp. 1033-1054
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- December 2001
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WHITTLE ESTIMATION OF ARCH MODELS
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- Journal:
- Econometric Theory / Volume 17 / Issue 3 / June 2001
- Published online by Cambridge University Press:
- 27 July 2001, pp. 608-631
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STATIONARY ARCH MODELS: DEPENDENCE STRUCTURE AND CENTRAL LIMIT THEOREM
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- Journal:
- Econometric Theory / Volume 16 / Issue 1 / February 2000
- Published online by Cambridge University Press:
- 01 February 2000, pp. 3-22
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