Pages that link to "Item:Q2512630"

The following pages link to Let's fix it: fixed-\(b\) asymptotics versus small-\(b\) asymptotics in heteroskedasticity and autocorrelation robust inference (Q2512630):

Displayed 34 items.

• Fixed-smoothing asymptotics in the generalized empirical likelihood estimation framework (Q284309) ‎ (← links)
• A fixed-bandwidth view of the pre-asymptotic inference for kernel smoothing with time series data (Q515139) ‎ (← links)
• Asymptotic \(F\) and \(t\) tests in an efficient GMM setting (Q524822) ‎ (← links)
• Robust trend inference with series variance estimator and testing-optimal smoothing parameter (Q738032) ‎ (← links)
• Testing for adequacy of seasonal adjustment in the frequency domain (Q826978) ‎ (← links)
• Should we go one step further? An accurate comparison of one-step and two-step procedures in a generalized method of moments framework (Q1739594) ‎ (← links)
• Estimation of longrun variance of continuous time stochastic process using discrete sample (Q2000826) ‎ (← links)
• A simple and trustworthy asymptotic \(t\) test in difference-in-differences regressions (Q2000831) ‎ (← links)
• Inference on difference-in-differences average treatment effects: a fixed-\(b\) approach (Q2000877) ‎ (← links)
• Inference in time series models using smoothed-clustered standard errors (Q2043259) ‎ (← links)
• Estimation and inference about tail features with tail censored data (Q2172008) ‎ (← links)
• Asymptotic F tests under possibly weak identification (Q2190247) ‎ (← links)
• Hypothesis testing for high-dimensional time series via self-normalization (Q2215757) ‎ (← links)
• Testing-optimal kernel choice in HAR inference (Q2227076) ‎ (← links)
• Regression discontinuity and heteroskedasticity robust standard errors: evidence from a fixed-bandwidth approximation (Q2312968) ‎ (← links)
• Change-in-mean tests in long-memory time series: a review of recent developments (Q2324321) ‎ (← links)
• Improved quantile inference via fixed-smoothing asymptotics and Edgeworth expansion (Q2343759) ‎ (← links)
• Heteroskedasticity and spatiotemporal dependence robust inference for linear panel models with fixed effects (Q2448412) ‎ (← links)
• Finite-sample corrected inference for two-step GMM in time series (Q2697990) ‎ (← links)
• NONPARAMETRIC COINTEGRATING REGRESSION WITH ENDOGENEITY AND LONG MEMORY (Q2801991) ‎ (← links)
• SIMPLE, ROBUST, AND ACCURATE<i>F</i>AND<i>t</i>TESTS IN COINTEGRATED SYSTEMS (Q4585026) ‎ (← links)
• An asymptotically F-distributed Chow test in the presence of heteroscedasticity and autocorrelation (Q5065204) ‎ (← links)
• An Asymptotic <i>F</i> Test for Uncorrelatedness in the Presence of Time Series Dependence (Q5121010) ‎ (← links)
• Fixed Bandwidth Inference for Fractional Cointegration (Q5226146) ‎ (← links)
• HETEROSKEDASTICITY AUTOCORRELATION ROBUST INFERENCE IN TIME SERIES REGRESSIONS WITH MISSING DATA (Q5384845) ‎ (← links)
• A Review of Seasonal Adjustment Diagnostics (Q6067576) ‎ (← 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)
• Bias in local projections (Q6118714) ‎ (← links)
• Simultaneous bandwidths determination for DK-HAC estimators and long-run variance estimation in nonparametric settings (Q6134159) ‎ (← links)
• Getting the ROC into Sync (Q6150352) ‎ (← 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)