English | 繁體

Search in the results

UM

Browse/Search Results:  1-2 of 2 Help

Selected(0)Clear Items/Page:    Sort:
A new heteroskedasticity-robust test for explosive bubbles Journal article
Harvey, David I., Leybourne, Stephen J., Taylor, A. M.Robert, Zu, Yang. A new heteroskedasticity-robust test for explosive bubbles[J]. Journal of Time Series Analysis, 2024.
Authors:  Harvey, David I.;  Leybourne, Stephen J.;  Taylor, A. M.Robert;  Zu, Yang
Favorite | TC[WOS]:0 TC[Scopus]:0  IF:1.2/1.4 | Submit date：2024/11/05
Rational Bubble  Explosive Autoregression  Time-varying Volatility  Kernel Smoothing  Right-tailed Unit Root Testing  Union Of Rejections  
Tests for equal forecast accuracy under heteroskedasticity Journal article
Harvey, David I., Leybourne, Stephen J., Zu, Yang. Tests for equal forecast accuracy under heteroskedasticity[J]. Journal of Applied Econometrics, 2024, 1-20.
Authors:  Harvey, David I.;  Leybourne, Stephen J.;  Zu, Yang
Adobe PDF | Favorite | TC[WOS]:0 TC[Scopus]:0  IF:2.3/3.0 | Submit date：2024/05/16
Diebold–mariano Test  Forecast Accuracy  Nonparametric Volatility Estimation