Pages that link to "Item:Q524822"
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The following pages link to Asymptotic \(F\) and \(t\) tests in an efficient GMM setting (Q524822):
Displayed 9 items.
- Asymptotic theory for clustered samples (Q2000827) (← links)
- A simple and trustworthy asymptotic \(t\) test in difference-in-differences regressions (Q2000831) (← links)
- Simple and trustworthy cluster-robust GMM inference (Q2024463) (← links)
- Asymptotic F tests under possibly weak identification (Q2190247) (← links)
- Finite-sample corrected inference for two-step GMM in time series (Q2697990) (← 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)
- Theory of evolutionary spectra for heteroskedasticity and autocorrelation robust inference in possibly misspecified and nonstationary models (Q6108257) (← links)
- The fixed-\(b\) limiting distribution and the ERP of HAR tests under nonstationarity (Q6193066) (← links)