output
20082026
most citedContagious disruptions and complexity traps in economic development

42 citations

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2 papers · 1 filter

stat.ME2024★ 1 cited

High-Dimensional Mean-Variance Spanning Tests

David Ardia, Sébastien Laurent, Rosnel Sessinou

We introduce a new framework for the mean-variance spanning (MVS) hypothesis testing. The procedure can be applied to any test-asset dimension and only requires stationary asset re…

stat.ME2011★ 1 cited

Testing for change in mean of heteroskedastic time series

Mohamed Boutahar

In this paper we consider a Lagrange Multiplier-type test (LM) to detect change in the mean of time series with heteroskedasticity of unknown form. We derive the limiting distribut…