A NEW ASYMPTOTIC THEORY FOR HETEROSKEDASTICITY-AUTOCORRELATION ROBUST TESTS (Q3377446): Difference between revisions

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+Multiple Time Series Regression with Integrated Processes
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+Simple Robust Testing of Hypotheses in Nonlinear Models
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+Automatic Lag Selection in Covariance Matrix Estimation
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+An Improved Heteroskedasticity and Autocorrelation Consistent Covariance Matrix Estimator
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+A Simple, Positive Semi-Definite, Heteroskedasticity and Autocorrelation Consistent Covariance Matrix
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+Heteroskedasticity and Autocorrelation Consistent Covariance Matrix Estimation
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+Simple Robust Testing of Regression Hypotheses: A Comment
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+Extending the Frequency Range of Spectrum Estimates by the Use of Two Data Recorders
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+Large Sample Properties of Generalized Method of Moments Estimators
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+Consistent Covariance Matrix Estimation for Dependent Heterogeneous Processes
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+Bootstrap Critical Values for Tests Based on Generalized-Method-of-Moments Estimators
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+Second-order correctness of the blockwise bootstrap for stationary observations
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+EDGEWORTH EXPANSIONS FOR SPECTRAL DENSITY ESTIMATES AND STUDENTIZED SAMPLE MEAN
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+Inference-Without-Smoothing in the Presence of Nonparametric Autocorrelation
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+Simple Robust Testing of Regression Hypotheses
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+HETEROSKEDASTICITY-AUTOCORRELATION ROBUST TESTING USING  BANDWIDTH EQUAL TO SAMPLE SIZE
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+Heteroskedasticity-Autocorrelation Robust Standard Errors Using The Bartlett Kernel Without Truncation
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+The Error in Rejection Probability of Simple Autocorrelation Robust Tests
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+Consistency of Kernel Estimators of Heteroscedastic and Autocorrelated Covariance Matrices
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