scientific article; zbMATH DE number 1911817

zbMath1039.62080MaRDI QIDQ4807340

Michael Jansson

Publication date: 18 May 2003

Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.

zbMATH Keywords

moment conditionsmemory conditions

Mathematics Subject Classification ID

Density estimation (62G07) Non-Markovian processes: estimation (62M09)

Related Items (27)

A smoothed least squares estimator for threshold regression models ⋮ A simple, robust and powerful test of the trend hypothesis ⋮ Generalized empirical likelihood tests in time series models with potential identification failure ⋮ Tests for changing mean with monotonic power ⋮ Asymptotic properties of the efficient estimators for cointegrating regression models with serially dependent errors ⋮ HAC estimation and strong linearity testing in weak ARMA models ⋮ Alternative HAC covariance matrix estimators with improved finite sample properties ⋮ Two simple tests of the trend hypothesis under time-varying variance ⋮ Fully modified least squares estimation and inference for systems of cointegrating polynomial regressions ⋮ Testing for shifts in mean with monotonic power against multiple structural changes ⋮ Asymptotically unbiased estimation of autocovariances and autocorrelations with panel data in the presence of individual and time effects ⋮ Panel cointegrating polynomial regressions: group-mean fully modified OLS estimation and inference ⋮ Detecting changes in functional linear models ⋮ HETEROSKEDASTICITY AUTOCORRELATION ROBUST INFERENCE IN TIME SERIES REGRESSIONS WITH MISSING DATA ⋮ SEMI-PARAMETRIC SEASONAL UNIT ROOT TESTS ⋮ A test of the null of integer integration against the alternative of fractional integration ⋮ GEL statistics under weak identification ⋮ Powerful tests for structural changes in volatility ⋮ Estimation of longrun variance of continuous time stochastic process using discrete sample ⋮ Optimal two-sided tests for instrumental variables regression with heteroskedastic and autocorrelated errors ⋮ Fully modified OLS estimation and inference for seemingly unrelated cointegrating polynomial regressions and the environmental Kuznets curve for carbon dioxide emissions ⋮ Integrated modified OLS estimation and fixed-\(b\) inference for cointegrating regressions ⋮ A new consistency proof for HAC variance estimators ⋮ Parameter estimation and inference with spatial lags and cointegration ⋮ Nonparametric rank tests for non-stationary panels ⋮ Variance inequalities for quadratic forms with applications ⋮ Point optimal tests of the null hypothesis of cointegration

This page was built for publication: