Pages that link to "Item:Q5449870"

The following pages link to Optimal Bandwidth Selection in Heteroskedasticity–Autocorrelation Robust Testing (Q5449870):

Displaying 35 items.

• The Block-Block Bootstrap for Time Series (Q2859302) (← links)
• Stationarity testing under nonlinear models. Some asymptotic results (Q3103194) (← links)
• POWER MAXIMIZATION AND SIZE CONTROL IN HETEROSKEDASTICITY AND AUTOCORRELATION ROBUST TESTS WITH EXPONENTIATED KERNELS (Q3108569) (← links)
• OPTIMAL BANDWIDTH SELECTION FOR ROBUST GENERALIZED METHOD OF MOMENTS ESTIMATION (Q3453249) (← links)
• Fixed-b asymptotic approximation of the sampling behaviour of nonparametric spectral density estimators (Q3608191) (← links)
• CHARACTERISTIC FUNCTION BASED TESTING FOR CONDITIONAL INDEPENDENCE: A NONPARAMETRIC REGRESSION APPROACH (Q4569585) (← links)
• SIMPLE, ROBUST, AND ACCURATE<i>F</i>AND<i>t</i>TESTS IN COINTEGRATED SYSTEMS (Q4585026) (← links)
• Quasi‐maximum likelihood and the kernel block bootstrap for nonlinear dynamic models (Q5001023) (← links)
• An asymptotically F-distributed Chow test in the presence of heteroscedasticity and autocorrelation (Q5065204) (← links)
• Shrinkage of Variance for Minimum Distance Based Tests (Q5080513) (← links)
• Subsampling to Enhance Efficiency in Input Uncertainty Quantification (Q5095183) (← links)
• An Asymptotic <i>F</i> Test for Uncorrelatedness in the Presence of Time Series Dependence (Q5121010) (← links)
• HIGHER-ORDER ACCURATE, POSITIVE SEMIDEFINITE ESTIMATION OF LARGE-SAMPLE COVARIANCE AND SPECTRAL DENSITY MATRICES (Q5199496) (← links)
• BLOCK BOOTSTRAP HAC ROBUST TESTS: THE SOPHISTICATION OF THE NAIVE BOOTSTRAP (Q5199497) (← links)
• Fixed Bandwidth Inference for Fractional Cointegration (Q5226146) (← links)
• HETEROSKEDASTICITY AUTOCORRELATION ROBUST INFERENCE IN TIME SERIES REGRESSIONS WITH MISSING DATA (Q5384845) (← links)
• TESTING FOR STRUCTURAL CHANGES IN FACTOR MODELS VIA A NONPARAMETRIC REGRESSION (Q5859565) (← links)
• Standard Errors for Nonparametric Regression (Q5861018) (← links)
• <i>M</i>Tests with a New Normalization Matrix (Q5863556) (← links)
• Discussion on: ``Bootstrap methods for dependent data: a review'' (Q5966192) (← links)
• Theory of evolutionary spectra for heteroskedasticity and autocorrelation robust inference in possibly misspecified and nonstationary models (Q6108257) (← links)
• Asymptotic F test in regressions with observations collected at high frequency over long span (Q6108300) (← links)
• HAC robust trend comparisons among climate series with possible level shifts (Q6139093) (← links)
• The fixed-\(b\) limiting distribution and the ERP of HAR tests under nonstationarity (Q6193066) (← links)
• Correcting the bias of the sample cross‐covariance estimator (Q6194051) (← links)
• Is Newey-West optimal among first-order kernels? (Q6199656) (← links)
• Prewhitened long-run variance estimation robust to nonstationarity (Q6573810) (← links)
• A Simple Asymptotically <i>F</i>-Distributed Portmanteau Test for Diagnostic Checking of Time Series Models With Uncorrelated Innovations (Q6620880) (← links)
• HAR Inference: Recommendations for Practice (Q6623204) (← links)
• Discussion of Lazarus, Lewis, Stock, and Watson, “HAR Inference: Recommendations for Practice” (Q6623205) (← links)
• Comment (Q6623207) (← links)
• Comment on "HAR Inference: Recommendations for Practice" (Q6623208) (← links)
• Optimal HAR inference (Q6646170) (← links)
• Fixed-\(b\) asymptotics for panel models with two-way clustering (Q6664618) (← links)
• Some fixed-\(b\) results for regressions with high frequency data over long spans (Q6664653) (← links)