Groenvik, Henriette; Rho, Yeonwoo A self-normalizing approach to the specification test of mixed-frequency models. (English) Zbl 1392.62055 Commun. Stat., Theory Methods 47, No. 8, 1913-1922 (2018). MSC: 62F03 62M10 PDFBibTeX XMLCite \textit{H. Groenvik} and \textit{Y. Rho}, Commun. Stat., Theory Methods 47, No. 8, 1913--1922 (2018; Zbl 1392.62055) Full Text: DOI Link
Rho, Yeonwoo; Shao, Xiaofeng Improving the bandwidth-free inference methods by prewhitening. (English) Zbl 1278.62151 J. Stat. Plann. Inference 143, No. 11, 1912-1922 (2013). MSC: 62M10 62E20 65C60 62F35 PDFBibTeX XMLCite \textit{Y. Rho} and \textit{X. Shao}, J. Stat. Plann. Inference 143, No. 11, 1912--1922 (2013; Zbl 1278.62151) Full Text: DOI