Testing constant cross-sectional dependence with time-varying marginal distributions in parametric models
Author:
Affiliation:
1. Center for Macroeconomic Research, University of Cologne , Koln , Germany
2. Institute for Econometrics and Statistics, University of Cologne , Koln , Germany
Abstract
Publisher
Walter de Gruyter GmbH
Subject
Economics and Econometrics,Social Sciences (miscellaneous),Analysis,Economics and Econometrics,Social Sciences (miscellaneous),Analysis
Link
https://www.degruyter.com/document/doi/10.1515/snde-2019-0043/pdf
Reference30 articles.
1. Andreou, E., and E. Ghysels. 2003. “Tests for Breaks in the Conditional Co-movements of Asset Returns.” Statistica Sinica 13: 1045–74.
2. Andrews, D. W. K. 1991. “Heteroskedasticity and Autocorrelation Consistent Covariance Matrix Estimation.” Econometrica 59 (3): 817–58, https://doi.org/10.2307/2938229.
3. Andrews, D. W. K. 1993. “Tests for Parameter Instability and Structural Change with Unknown Change Point.” Econometrica 61 (4): 821–56, https://doi.org/10.2307/2951764.
4. Andrews, D., and W. Ploberger. 1994. “Optimal Tests when a Nuisance Parameter is Present Only under the Alternative.” Econometrica 62: 1383–414, https://doi.org/10.2307/2951753.
5. Andrews, D., and W. Ploberger. 1995. “Admissibility of the Likelihood Ratio Test when a Nuisance Parameter is Present Only under the Alternative.” Annals of Statistics 23: 1609–29, https://doi.org/10.1214/aos/1176324316.
Cited by 3 articles. 订阅此论文施引文献 订阅此论文施引文献,注册后可以免费订阅5篇论文的施引文献,订阅后可以查看论文全部施引文献
1. An empirical analysis of the impact of renewable and non-renewable energy consumption on economic growth and carbon dioxide emissions: evidence from seven Northeast Asian countries;Environmental Science and Pollution Research;2023-05-20
2. A dynamic relationship between renewable energy consumption, nonrenewable energy consumption, economic growth, and carbon dioxide emissions: Evidence from Asian emerging economies;Energy & Environment;2023-01-23
3. A dynamic relationship between renewable energy consumption, non-renewable energy consumption, economic growth and CO2 emissions: Evidence from Asian emerging economies;Frontiers in Environmental Science;2023-01-18
1.学者识别学者识别
2.学术分析学术分析
3.人才评估人才评估
"同舟云学术"是以全球学者为主线,采集、加工和组织学术论文而形成的新型学术文献查询和分析系统,可以对全球学者进行文献检索和人才价值评估。用户可以通过关注某些学科领域的顶尖人物而持续追踪该领域的学科进展和研究前沿。经过近期的数据扩容,当前同舟云学术共收录了国内外主流学术期刊6万余种,收集的期刊论文及会议论文总量共计约1.5亿篇,并以每天添加12000余篇中外论文的速度递增。我们也可以为用户提供个性化、定制化的学者数据。欢迎来电咨询!咨询电话:010-8811{复制后删除}0370
www.globalauthorid.com
TOP
Copyright © 2019-2024 北京同舟云网络信息技术有限公司 京公网安备11010802033243号 京ICP备18003416号-3