Inference for Time Series Regression Models With Weakly Dependent and Heteroscedastic Errors
Author:
Publisher
Informa UK Limited
Subject
Statistics, Probability and Uncertainty,Economics and Econometrics,Social Sciences (miscellaneous),Statistics and Probability
Link
http://www.tandfonline.com/doi/pdf/10.1080/10256018808623883
Reference45 articles.
1. Heteroskedasticity and Autocorrelation Consistent Covariance Matrix Estimation
2. Powerful Trend Function Tests That Are Robust to Strong Serial Correlation, With an Application to the Prebisch–Singer Hypothesis
3. Variance Shifts, Structural Breaks, and Stationarity Tests
4. Estimating Deterministic Trends in the Presence of Serially Correlated Errors
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