Pages that link to "Item:Q5199497"

The following pages link to BLOCK BOOTSTRAP HAC ROBUST TESTS: THE SOPHISTICATION OF THE NAIVE BOOTSTRAP (Q5199497):

Displaying 17 items.

• Lasso Inference for High-Dimensional Time Series (Q95760) (← links)
• Fixed-smoothing asymptotics in the generalized empirical likelihood estimation framework (Q284309) (← links)
• Fixed-smoothing asymptotics for time series (Q366976) (← links)
• Asymptotic \(F\) and \(t\) tests in an efficient GMM setting (Q524822) (← links)
• Spatial heteroskedasticity and autocorrelation consistent estimation of covariance matrix (Q737290) (← links)
• Higher order expansions for error variance matrix estimates in the Gaussian AR(1) linear regression model (Q1650294) (← 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)
• Inference in time series models using smoothed-clustered standard errors (Q2043259) (← links)
• Ridge regression revisited: debiasing, thresholding and bootstrap (Q2148980) (← links)
• FIXED-b ASYMPTOTICS FOR SPATIALLY DEPENDENT ROBUST NONPARAMETRIC COVARIANCE MATRIX ESTIMATORS (Q2786683) (← links)
• A FIXED-<i>b</i> PERSPECTIVE ON THE PHILLIPS–PERRON UNIT ROOT TESTS (Q2845024) (← links)
• The Block-Block Bootstrap for Time Series (Q2859302) (← links)
• THE MOVING BLOCKS BOOTSTRAP FOR PANEL LINEAR REGRESSION MODELS WITH INDIVIDUAL FIXED EFFECTS (Q3100981) (← links)
• HETEROSKEDASTICITY AUTOCORRELATION ROBUST INFERENCE IN TIME SERIES REGRESSIONS WITH MISSING DATA (Q5384845) (← links)
• Discussion on: ``Bootstrap methods for dependent data: a review'' (Q5966192) (← links)
• Bootstrap inference under cross‐sectional dependence (Q6067224) (← links)
• HAC robust trend comparisons among climate series with possible level shifts (Q6139093) (← links)