A self-normalizing approach to the specification test of mixed-frequency models (Q4563504): Difference between revisions

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+Regression models with mixed sampling frequencies
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+Normal rank
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+Heteroskedasticity and Autocorrelation Consistent Covariance Matrix Estimation
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+Q5560061
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+Simple Robust Testing of Hypotheses in Nonlinear Models
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+Predicting volatility: getting the most out of return data sampled at different frequencies
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+MIDAS Regressions: Further Results and New Directions
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+Heteroskedasticity-Autocorrelation Robust Standard Errors Using The Bartlett Kernel Without Truncation
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+HETEROSKEDASTICITY-AUTOCORRELATION ROBUST TESTING USING  BANDWIDTH EQUAL TO SAMPLE SIZE
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+A NEW ASYMPTOTIC THEORY FOR HETEROSKEDASTICITY-AUTOCORRELATION ROBUST TESTS
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+Simple Robust Testing of Regression Hypotheses
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+Testing That a Dependent Process Is Uncorrelated
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+A Simple, Positive Semi-Definite, Heteroskedasticity and Autocorrelation Consistent Covariance Matrix
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+A Self-Normalized Approach to Confidence Interval Construction in Time Series
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