Pages that link to "Item:Q6108257"
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The following pages link to Theory of evolutionary spectra for heteroskedasticity and autocorrelation robust inference in possibly misspecified and nonstationary models (Q6108257):
Displaying 6 items.
- BACKWARD CUSUM FOR TESTING AND MONITORING STRUCTURAL CHANGE WITH AN APPLICATION TO COVID-19 PANDEMIC DATA (Q6115048) (← links)
- Mean stationarity test in time series: a signal variance-based approach (Q6120834) (← links)
- Comment on Andrews (1991) “Heteroskedasticity and Autocorrelation Consistent Covariance Matrix Estimation” (Q6181680) (← links)
- The fixed-\(b\) limiting distribution and the ERP of HAR tests under nonstationarity (Q6193066) (← links)
- Prewhitened long-run variance estimation robust to nonstationarity (Q6573810) (← links)
- Change-point analysis of time series with evolutionary spectra (Q6600011) (← links)