Crossref Citations
This article has been cited by the following publications. This list is generated based on data provided by
Crossref.
Davidson, James
and
De Jong, Robert M.
2002.
Consistency of kernel variance estimators for sums of semiparametric linear processes.
The Econometrics Journal,
Vol. 5,
Issue. 1,
p.
160.
Altissimo, Filippo
and
Corradi, Valentina
2002.
Bounds for inference with nuisance parameters present only under the alternative.
The Econometrics Journal,
Vol. 5,
Issue. 2,
p.
494.
Corradi, Valentina
and
Swanson, Norman R.
2002.
A consistent test for nonlinear out of sample predictive accuracy.
Journal of Econometrics,
Vol. 110,
Issue. 2,
p.
353.
de Jong, Robert M.
2002.
Nonlinear minimization estimators in the presence of cointegrating relations.
Journal of Econometrics,
Vol. 110,
Issue. 2,
p.
241.
Altissimo, Filippo
and
Corradi, Valentina
2003.
Strong rules for detecting the number of breaks in a time series.
Journal of Econometrics,
Vol. 117,
Issue. 2,
p.
207.
Cavaliere, Giuseppe
2003.
Asymptotics for unit root tests under Markov regime‐switching.
The Econometrics Journal,
Vol. 6,
Issue. 1,
p.
193.
Cavaliere, Giuseppe
and
Taylor, A.M. Robert
2005.
STATIONARITY TESTS UNDER TIME-VARYING SECOND MOMENTS.
Econometric Theory,
Vol. 21,
Issue. 06,
Cavaliere, Giuseppe
2005.
Unit Root Tests under Time-Varying Variances.
Econometric Reviews,
Vol. 23,
Issue. 3,
p.
259.
Preminger, Arie
and
Hafner, Christian M.
2006.
Deciding between GARCH and Stochastic Volatility via Strong Decision Rules.
SSRN Electronic Journal,
Kuan, Chung-Ming
and
Hsieh, Yu-Wei
2008.
Improved HAC covariance matrix estimation based on forecast errors.
Economics Letters,
Vol. 99,
Issue. 1,
p.
89.
Cavaliere, Giuseppe
and
Taylor, A.M. Robert
2008.
Testing for a change in persistence in the presence of non-stationary volatility.
Journal of Econometrics,
Vol. 147,
Issue. 1,
p.
84.
Murasawa, Yasutomo
2009.
Do coincident indicators have one-factor structure?.
Empirical Economics,
Vol. 36,
Issue. 2,
p.
339.
Hafner, Christian M.
and
Preminger, Arie
2010.
Deciding between GARCH and stochastic volatility via strong decision rules.
Journal of Statistical Planning and Inference,
Vol. 140,
Issue. 3,
p.
791.
Atchadé, Yves F.
2011.
Kernel estimators of asymptotic variance for adaptive Markov chain Monte Carlo.
The Annals of Statistics,
Vol. 39,
Issue. 2,
van Lieshout, M. N. M.
and
Stein, A.
2012.
Earthquake Modelling at the Country Level Using Aggregated Spatio-Temporal Point Processes.
Mathematical Geosciences,
Vol. 44,
Issue. 3,
p.
309.
Chen, Xiaohong
and
Liao, Zhipeng
2013.
Recent Advances and Future Directions in Causality, Prediction, and Specification Analysis.
p.
97.
Chen, Xiaohong
and
Liao, Zhipeng
2015.
Sieve Semiparametric Two-Step GMM Under Weak Dependence.
SSRN Electronic Journal,
Chen, Xiaohong
and
Liao, Zhipeng
2015.
Sieve semiparametric two-step GMM under weak dependence.
Journal of Econometrics,
Vol. 189,
Issue. 1,
p.
163.
Psaradakis, Zacharias
and
Vávra, Marián
2015.
A Quantile‐based Test for Symmetry of Weakly Dependent Processes.
Journal of Time Series Analysis,
Vol. 36,
Issue. 4,
p.
587.
Hartigan, Luke
2016.
Alternative HAC Covariance Matrix Estimators with Improved Finite Sample Properties.
SSRN Electronic Journal,