Pages that link to "Item:Q3377446"

The following pages link to A NEW ASYMPTOTIC THEORY FOR HETEROSKEDASTICITY-AUTOCORRELATION ROBUST TESTS (Q3377446):

Displaying 50 items.

• Markov chain Monte Carlo confidence intervals (Q282567) (← links)
• Fixed-smoothing asymptotics in the generalized empirical likelihood estimation framework (Q284309) (← links)
• The cross-quantilogram: measuring quantile dependence and testing directional predictability between time series (Q284329) (← links)
• Asymptotic properties of a robust variance matrix estimator for panel data when \(T\) is large (Q289174) (← links)
• A theory of robust long-run variance estimation (Q289220) (← links)
• Generalized empirical likelihood tests in time series models with potential identification failure (Q290944) (← links)
• Assessing the relative power of structural break tests using a framework based on the approximate Bahadur slope (Q302096) (← links)
• A noisy principal component analysis for forward rate curves (Q319733) (← links)
• Fixed-smoothing asymptotics for time series (Q366976) (← links)
• Improving the bandwidth-free inference methods by prewhitening (Q394095) (← links)
• A review of empirical likelihood methods for time series (Q466523) (← links)
• Nonparametric functional central limit theorem for time series regression with application to self-normalized confidence interval (Q476245) (← links)
• A test of the null of integer integration against the alternative of fractional integration (Q494391) (← 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)
• Robustifying multivariate trend tests to nonstationary volatility (Q527989) (← links)
• Geometry of the log-likelihood ratio statistic in misspecified models (Q630939) (← links)
• A stable estimator of the information matrix under EM for dependent data (Q692952) (← links)
• Panel data models with cross-sectional dependence: a selective review (Q729667) (← links)
• Robust methods for detecting multiple level breaks in autocorrelated time series (Q736530) (← links)
• Market microstructure noise, integrated variance estimators, and the accuracy of asymptotic approximations (Q737273) (← links)
• Spatial heteroskedasticity and autocorrelation consistent estimation of covariance matrix (Q737290) (← links)
• Robust trend inference with series variance estimator and testing-optimal smoothing parameter (Q738032) (← links)
• Inference with dependent data using cluster covariance estimators (Q738071) (← links)
• Simple and powerful GMM over-identification tests with accurate size (Q738121) (← links)
• Heteroskedasticity, autocorrelation, and spatial correlation robust inference in linear panel models with fixed-effects (Q738124) (← links)
• A modified Wilcoxon test for change points in long-range dependent time series (Q777757) (← links)
• Long run variance estimation and robust regression testing using sharp origin kernels with no truncation (Q866643) (← links)
• Improving the finite sample performance of tests for a shift in mean (Q897636) (← links)
• Information theory for maximum likelihood estimation of diffusion models (Q898589) (← links)
• Fixed bandwidth asymptotics for the Studentized mean of fractionally integrated processes (Q1672748) (← links)
• Testing for a change in mean under fractional integration (Q1695680) (← links)
• Asymptotic inference about predictive accuracy using high frequency data (Q1706485) (← 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)
• Controlling the size of autocorrelation robust tests (Q1739596) (← links)
• Finite sample performance of a long run variance estimator based on exactly (almost) unbiased autocovariance estimators (Q1787421) (← links)
• Comparing the asymptotic and empirical (un)conditional distributions of OLS and IV in a linear static simultaneous equation (Q1927137) (← 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)
• Simple and trustworthy cluster-robust GMM inference (Q2024463) (← links)
• Inference without smoothing for large panels with cross-sectional and temporal dependence (Q2024477) (← links)
• Inference in time series models using smoothed-clustered standard errors (Q2043259) (← links)
• Adjusted-range self-normalized confidence interval construction for censored dependent data (Q2096226) (← links)
• Time series analysis of COVID-19 infection curve: a change-point perspective (Q2106384) (← links)
• Inference for change points in high-dimensional data via selfnormalization (Q2131255) (← links)
• Estimation and inference about tail features with tail censored data (Q2172008) (← links)
• Testing-optimal kernel choice in HAR inference (Q2227076) (← links)
• Change-in-mean tests in long-memory time series: a review of recent developments (Q2324321) (← links)
• Further results on size and power of heteroskedasticity and autocorrelation robust tests, with an application to trend testing (Q2326985) (← links)