Fixed-smoothing asymptotics for time series (Q366976): Difference between revisions

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+Heteroskedasticity and Autocorrelation Consistent Covariance Matrix Estimation
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+Higher-Order Improvements of a Computationally Attractive k-Step Bootstrap for Extremum Estimators
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+Inference with dependent data using cluster covariance estimators
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+Q4269108
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+BLOCK BOOTSTRAP HAC ROBUST TESTS: THE SOPHISTICATION OF THE NAIVE BOOTSTRAP
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+Second-order correctness of the blockwise bootstrap for stationary observations
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+Bootstrap Critical Values for Tests Based on Generalized-Method-of-Moments Estimators
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+Bootstrap Methods for Time Series
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+<i>t</i>-Statistic Based Correlation and Heterogeneity Robust Inference
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+Bootstrapping GMM estimators for time series
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+The Error in Rejection Probability of Simple Autocorrelation Robust Tests
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+A NEW ASYMPTOTIC THEORY FOR HETEROSKEDASTICITY-AUTOCORRELATION ROBUST TESTS
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+Asymptotic Properties of Eigenvalues of Integral Equations
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+Robust<i>M</i>Tests Without Consistent Estimation of the Asymptotic Covariance Matrix
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+On Edgeworth expansion and moving block bootstrap for Studentized \(M\)-estimators in multiple linear regression models
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+Resampling methods for dependent data
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+Asymptotic expansions for sums of block-variables under weak dependence
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+Edgeworth expansions for Studentized statistics under weak dependence
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+Eigenvalues of Analytic Kernels
@@ Property / cites work: Eigenvalues of Analytic Kernels / rank @@
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+Testing That a Dependent Process Is Uncorrelated
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+Symmetric Matrix Derivatives with Applications
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+Banded and tapered estimates for autocovariance matrices and the linear process bootstrap
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+A theory of robust long-run variance estimation
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+A Simple, Positive Semi-Definite, Heteroskedasticity and Autocorrelation Consistent Covariance Matrix
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+HAC ESTIMATION BY AUTOMATED REGRESSION
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+Robust trend inference with series variance estimator and testing-optimal smoothing parameter
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+Optimal Bandwidth Selection in Heteroskedasticity–Autocorrelation Robust Testing
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+EDGEWORTH EXPANSIONS FOR SPECTRAL DENSITY ESTIMATES AND STUDENTIZED SAMPLE MEAN
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+Q3643299
@@ Property / cites work: Q3643299 / rank @@
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+Fixed-smoothing asymptotics for time series
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