Wei-Ming Lee

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List of research outcomes

This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon!

PublicationDate of PublicationType
Robust hypothesis tests for M-estimators with possibly non-differentiable estimating functions
Econometrics Journal
2022-07-27Paper
Testing over-identifying restrictions without consistent estimation of the asymptotic covariance matrix
Journal of Econometrics
2014-06-04Paper
Robust M tests using kernel-based estimators with bandwidth equal to sample size
Economics Letters
2013-01-28Paper
Robust<i>M</i>Tests Without Consistent Estimation of the Asymptotic Covariance Matrix
Journal of the American Statistical Association
2007-08-20Paper
A New Test of the Martingale Difference Hypothesis
Studies in Nonlinear Dynamics & Econometrics
2006-01-27Paper


Research outcomes over time


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