Pages that link to "Item:Q738032"

The following pages link to Robust trend inference with series variance estimator and testing-optimal smoothing parameter (Q738032):

Displaying 19 items.

• Multivariate trend function testing with mixed stationary and integrated disturbances (Q272058) (← 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)
• Simple and powerful GMM over-identification tests with accurate size (Q738121) (← links)
• A simple and trustworthy asymptotic \(t\) test in difference-in-differences regressions (Q2000831) (← links)
• Ridge regression revisited: debiasing, thresholding and bootstrap (Q2148980) (← links)
• Asymptotic F tests under possibly weak identification (Q2190247) (← links)
• Testing-optimal kernel choice in HAR inference (Q2227076) (← links)
• Improved quantile inference via fixed-smoothing asymptotics and Edgeworth expansion (Q2343759) (← links)
• On a general class of long run variance estimators (Q2446261) (← links)
• Sieve inference on possibly misspecified semi-nonparametric time series models (Q2512629) (← links)
• Let's fix it: fixed-\(b\) asymptotics versus small-\(b\) asymptotics in heteroskedasticity and autocorrelation robust inference (Q2512630) (← links)
• Finite-sample corrected inference for two-step GMM in time series (Q2697990) (← links)
• NONPARAMETRIC COINTEGRATING REGRESSION WITH ENDOGENEITY AND LONG MEMORY (Q2801991) (← links)
• Testing for common trends in semi‐parametric panel data models with fixed effects (Q2896000) (← links)
• An Asymptotic <i>F</i> Test for Uncorrelatedness in the Presence of Time Series Dependence (Q5121010) (← links)
• Asymptotic F test in regressions with observations collected at high frequency over long span (Q6108300) (← links)
• A non‐parametric test for multi‐variate trend functions (Q6134633) (← links)