Inference in time series models using smoothed-clustered standard errors (Q2043259): Difference between revisions

From MaRDI portal
Added link to MaRDI item.
ReferenceBot (talk | contribs)
Changed an Item
 
(2 intermediate revisions by 2 users not shown)
Property / MaRDI profile type
 
Property / MaRDI profile type: MaRDI publication profile / rank
 
Normal rank
Property / full work available at URL
 
Property / full work available at URL: https://doi.org/10.1016/j.jeconom.2020.07.037 / rank
 
Normal rank
Property / OpenAlex ID
 
Property / OpenAlex ID: W3092183261 / rank
 
Normal rank
Property / cites work
 
Property / cites work: The Effect of Aggregation on Prediction in the Autoregressive Model / rank
 
Normal rank
Property / cites work
 
Property / cites work: Heteroskedasticity and Autocorrelation Consistent Covariance Matrix Estimation / rank
 
Normal rank
Property / cites work
 
Property / cites work: Inference with dependent data using cluster covariance estimators / rank
 
Normal rank
Property / cites work
 
Property / cites work: Asymptotic theory and wild bootstrap inference with clustered errors / rank
 
Normal rank
Property / cites work
 
Property / cites work: BLOCK BOOTSTRAP HAC ROBUST TESTS: THE SOPHISTICATION OF THE NAIVE BOOTSTRAP / rank
 
Normal rank
Property / cites work
 
Property / cites work: Statistical Spectral Analysis of Time Series Arising from Stationary Stochastic Processes / rank
 
Normal rank
Property / cites work
 
Property / cites work: Asymptotic properties of a robust variance matrix estimator for panel data when \(T\) is large / rank
 
Normal rank
Property / cites work
 
Property / cites work: Asymptotic theory for clustered samples / rank
 
Normal rank
Property / cites work
 
Property / cites work: <i>t</i>-Statistic Based Correlation and Heterogeneity Robust Inference / rank
 
Normal rank
Property / cites work
 
Property / cites work: A NEW ASYMPTOTIC THEORY FOR HETEROSKEDASTICITY-AUTOCORRELATION ROBUST TESTS / rank
 
Normal rank
Property / cites work
 
Property / cites work: A theory of robust long-run variance estimation / rank
 
Normal rank
Property / cites work
 
Property / cites work: A Simple, Positive Semi-Definite, Heteroskedasticity and Autocorrelation Consistent Covariance Matrix / rank
 
Normal rank
Property / cites work
 
Property / cites work: HAC ESTIMATION BY AUTOMATED REGRESSION / rank
 
Normal rank
Property / cites work
 
Property / cites work: Multiple Time Series Regression with Integrated Processes / rank
 
Normal rank
Property / cites work
 
Property / cites work: A heteroskedasticity and autocorrelation robust<i>F</i>test using an orthonormal series variance estimator / rank
 
Normal rank
Property / cites work
 
Property / cites work: Let's fix it: fixed-\(b\) asymptotics versus small-\(b\) asymptotics in heteroskedasticity and autocorrelation robust inference / rank
 
Normal rank
Property / cites work
 
Property / cites work: Optimal Bandwidth Selection in Heteroskedasticity–Autocorrelation Robust Testing / rank
 
Normal rank
Property / cites work
 
Property / cites work: Heteroskedasticity, autocorrelation, and spatial correlation robust inference in linear panel models with fixed-effects / rank
 
Normal rank

Latest revision as of 07:58, 26 July 2024

scientific article
Language Label Description Also known as
English
Inference in time series models using smoothed-clustered standard errors
scientific article

    Statements

    Inference in time series models using smoothed-clustered standard errors (English)
    0 references
    0 references
    0 references
    30 July 2021
    0 references
    0 references
    fixed-b asymptotics
    0 references
    equally weighted cosines
    0 references
    systematic missing data
    0 references
    heteroskedasticity autocorrelation robust inference
    0 references
    0 references