SZodixStudyAcademic Library

Shelves Open access

Study · an open academic library·Metadata from OpenAlex (CC0)·Shelves·OpenAlex metadata, de-duplicated

Robustifying multivariate trend tests to nonstationary volatility · Study

ArticleShelves

ArticleRobustifying multivariate trend tests to nonstationary volatility

Ke‐Li Xu2012

OA

Articlegreen2012

Robustifying multivariate trend tests to nonstationary volatility

25 citations·0/0 files stored·Journal of Econometrics

No readable copy stored yet — this record is metadata only.

No open-access location is known for this record yet.

Literature note Cite in a project Citation map

Financial Risk and Volatility Modeling Monetary Policy and Economic Impact Advanced Statistical Methods and Models

Abstract

No abstract was published for this record.

Paper brief

Loading…

Cite this work

Citation unavailable for this work.

BibTeX RIS CSL-JSON

No public copy is stored for this record, so only the metadata is cited.

Citations in this library

Citation map →

Stored only when both papers are in the corpus — 25 citations exist upstream.

References

1991Heteroskedasticity and Autocorrelation Consistent Covariance Matrix Estimation 1993Introduction to Multiple Time Series Analysis n.d.Output Fluctuations in the United States: What Has Changed since the Early 1980's?1999Has the U.S. Economy Become More Stable? A Bayesian Approach Based on a Markov-Switching Model of the Business Cycle 1992An Improved Heteroskedasticity and Autocorrelation Consistent Covariance Matrix Estimator 2001The Long and Large Decline in U.S. Output Volatility 2004Bootstrapping autoregressions with conditional heteroskedasticity of unknown form 1993Are U.S. regional incomes converging?

Related works

Explore the map →

Papers that cite the same references — the relational fallback while embeddings are still backfilling.

2015Testing for structural change under non‐stationary variancesarticle · 10 shared references 2009HETEROSKEDASTIC TIME SERIES WITH A UNIT ROOTarticle · 9 shared references 2014A multivariate invariance principle for modified wild bootstrap methods with an application to unit root testingpreprint · 8 shared references 2010Testing for co-integration in vector autoregressions with non-stationary volatilityarticle · 7 shared references 2008THE LIMIT DISTRIBUTION OF THE CUSUM OF SQUARES TEST UNDER GENERAL MIXING CONDITIONSarticle · 7 shared references 2012Adaptive estimation of vector autoregressive models with time-varying variance: Application to testing linear causality in meanarticle · 7 shared references

Details

Year2012

Typearticle

Published2012-01-28

VenueJournal of Econometrics

ISSN-L0304-4076

Languageen

Citations25

Files0 public / 0

ShelfFinancial Risk and Volatility Modeling

Identifiers

doi10.1016/j.jeconom.2012.01.016

openalex_workW2008937737

Links

Imported from OpenAlex (CC0) — nothing here is generated.