Belaire-Franch, Jorge A proof of the power of Kim’s test against stationary processes with structural breaks. (English) Zbl 1083.62082 Econom. Theory 21, No. 6, 1172-1176 (2005). MSC: 62M10 PDFBibTeX XMLCite \textit{J. Belaire-Franch}, Econom. Theory 21, No. 6, 1172--1176 (2005; Zbl 1083.62082) Full Text: DOI
Francq, Christian; Zakoïan, Jean-Michel A central limit theorem for mixing triangular arrays of variables whose dependence is allowed to grow with the sample size. (English) Zbl 1083.62076 Econom. Theory 21, No. 6, 1165-1171 (2005). MSC: 62M09 60F05 62F12 62M10 PDFBibTeX XMLCite \textit{C. Francq} and \textit{J.-M. Zakoïan}, Econom. Theory 21, No. 6, 1165--1171 (2005; Zbl 1083.62076) Full Text: DOI
Kiefer, Nicholas M.; Vogelsang, Timothy J. A new asymptotic theory for heteroskedasticity-autocorrelation robust tests. (English) Zbl 1082.62040 Econom. Theory 21, No. 6, 1130-1164 (2005). MSC: 62G20 62M10 62H10 62G07 62E20 62G10 PDFBibTeX XMLCite \textit{N. M. Kiefer} and \textit{T. J. Vogelsang}, Econom. Theory 21, No. 6, 1130--1164 (2005; Zbl 1082.62040) Full Text: DOI
Cavaliere, Giuseppe; Taylor, A. M. Robert Stationarity tests under time-varying second moments. (English) Zbl 1083.62084 Econom. Theory 21, No. 6, 1112-1129 (2005). MSC: 62M10 62P20 65C05 PDFBibTeX XMLCite \textit{G. Cavaliere} and \textit{A. M. R. Taylor}, Econom. Theory 21, No. 6, 1112--1129 (2005; Zbl 1083.62084) Full Text: DOI
Nordman, Daniel J.; Lahiri, Soumendra N. Validity of the sampling window method for long-range dependent linear processes. (English) Zbl 1083.62094 Econom. Theory 21, No. 6, 1087-1111 (2005). MSC: 62M10 62G15 62G20 62M09 PDFBibTeX XMLCite \textit{D. J. Nordman} and \textit{S. N. Lahiri}, Econom. Theory 21, No. 6, 1087--1111 (2005; Zbl 1083.62094) Full Text: DOI
Iglesias, Emma M.; Phillips, Garry D. A. Bivariate ARCH models: finite-sample properties of QML estimators and an application to an LM-type test. (English) Zbl 1083.62087 Econom. Theory 21, No. 6, 1058-1086 (2005). MSC: 62M10 62H12 62P20 PDFBibTeX XMLCite \textit{E. M. Iglesias} and \textit{G. D. A. Phillips}, Econom. Theory 21, No. 6, 1058--1086 (2005; Zbl 1083.62087) Full Text: DOI
Hansen, Bruce E. Exact mean integrated squared error of higher order kernel estimators. (English) Zbl 1083.62032 Econom. Theory 21, No. 6, 1031-1057 (2005). MSC: 62G07 PDFBibTeX XMLCite \textit{B. E. Hansen}, Econom. Theory 21, No. 6, 1031--1057 (2005; Zbl 1083.62032) Full Text: DOI