Pages that link to "Item:Q2801990"
From MaRDI portal
The following pages link to ON SIZE AND POWER OF HETEROSKEDASTICITY AND AUTOCORRELATION ROBUST TESTS (Q2801990):
Displayed 13 items.
- How Reliable are Bootstrap-based Heteroskedasticity Robust Tests? (Q137933) (← links)
- Asymptotic \(F\) and \(t\) tests in an efficient GMM setting (Q524822) (← 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)
- Testing-optimal kernel choice in HAR inference (Q2227076) (← links)
- Multivariate analysis of covariance with potentially singular covariance matrices and non-normal responses (Q2306275) (← links)
- Further results on size and power of heteroskedasticity and autocorrelation robust tests, with an application to trend testing (Q2326985) (← links)
- Finite-sample corrected inference for two-step GMM in time series (Q2697990) (← links)
- ON THE POWER OF INVARIANT TESTS FOR HYPOTHESES ON A COVARIANCE MATRIX (Q2981825) (← links)
- Theory of evolutionary spectra for heteroskedasticity and autocorrelation robust inference in possibly misspecified and nonstationary models (Q6108257) (← links)
- Simultaneous bandwidths determination for DK-HAC estimators and long-run variance estimation in nonparametric settings (Q6134159) (← links)
- STATISTICAL INFERENCE WITH <i>F</i>-STATISTICS WHEN FITTING SIMPLE MODELS TO HIGH-DIMENSIONAL DATA (Q6145544) (← links)
- HOW TO AVOID THE ZERO-POWER TRAP IN TESTING FOR CORRELATION (Q6145546) (← links)