Pages that link to "Item:Q5449870"
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The following pages link to Optimal Bandwidth Selection in Heteroskedasticity–Autocorrelation Robust Testing (Q5449870):
Displaying 50 items.
- Testing for Change-Points in Long-Range Dependent Time Series by Means of a Self-Normalized Wilcoxon Test (Q135901) (← links)
- 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)
- Are spectral estimators useful for long-run restrictions in SVARs? (Q318860) (← links)
- A loss function approach to model specification testing and its relative efficiency (Q366964) (← links)
- Fixed-smoothing asymptotics for time series (Q366976) (← links)
- The VIX, the variance premium and stock market volatility (Q473230) (← links)
- Sieve semiparametric two-step GMM under weak dependence (Q496156) (← 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)
- 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)
- Tail index estimation with a fixed tuning parameter fraction (Q899351) (← links)
- Dependent multiplier bootstraps for non-degenerate \(U\)-statistics under mixing conditions with applications (Q899357) (← links)
- Nonparametric testing for smooth structural changes in panel data models (Q1652957) (← links)
- Moment ratio estimation of autoregressive/unit root parameters and autocorrelation-consistent standard errors (Q1659160) (← links)
- Fixed bandwidth asymptotics for the Studentized mean of fractionally integrated processes (Q1672748) (← 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)
- Nonparametric pseudo-Lagrange multiplier stationarity testing (Q1934472) (← links)
- Bayesian model selection based on parameter estimates from subsamples (Q1950737) (← 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)
- Simple and trustworthy cluster-robust GMM inference (Q2024463) (← 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)
- Testing for stationarity at high frequency (Q2182131) (← links)
- Asymptotic F tests under possibly weak identification (Q2190247) (← 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)
- Improved quantile inference via fixed-smoothing asymptotics and Edgeworth expansion (Q2343759) (← links)
- Low-frequency robust cointegration testing (Q2439861) (← links)
- A nonstandard empirical likelihood for time series (Q2443212) (← links)
- On a general class of long run variance estimators (Q2446261) (← links)
- Distribution theory for the Studentized mean for long, short, and negative memory time series (Q2448410) (← links)
- Heteroskedasticity and spatiotemporal dependence robust inference for linear panel models with fixed effects (Q2448412) (← links)
- Spectral density and spectral distribution inference for long memory time series via fixed-b asymptotics (Q2451815) (← links)
- Integrated modified OLS estimation and fixed-\(b\) inference for cointegrating regressions (Q2512527) (← links)
- Let's fix it: fixed-\(b\) asymptotics versus small-\(b\) asymptotics in heteroskedasticity and autocorrelation robust inference (Q2512630) (← links)
- Choosing instrumental variables in conditional moment restriction models (Q2628860) (← links)
- Finite-sample corrected inference for two-step GMM in time series (Q2697990) (← links)
- FIXED-b ASYMPTOTICS FOR SPATIALLY DEPENDENT ROBUST NONPARAMETRIC COVARIANCE MATRIX ESTIMATORS (Q2786683) (← links)
- ON SIZE AND POWER OF HETEROSKEDASTICITY AND AUTOCORRELATION ROBUST TESTS (Q2801990) (← links)
