Jonathan B. Hill

Available identifiers

zbMath Open hill.jonathan-bMaRDI QIDQ250901

List of research outcomes

Publication	Date of Publication	Type
A smoothed \(p\)-value test when there is a nuisance parameter under the alternative	2023-10-17	Paper
Stochastically weighted average conditional moment tests of functional form	2023-03-13	Paper
Testing Many Zero Restrictions in a High Dimensional Linear Regression Setting	2023-01-22	Paper
Consistent GMM Residuals-Based Tests of Functional Form	2022-05-31	Paper
A MAX-CORRELATION WHITE NOISE TEST FOR WEAKLY DEPENDENT TIME SERIES	2021-04-16	Paper
Testing a large set of zero restrictions in regression models, with an application to mixed frequency Granger causality	2021-02-09	Paper
Testing (Infinitely) Many Zero Restrictions	2020-11-03	Paper
Weak-Identification Robust Wild Bootstrap applied to a Consistent Model Specification Test	2018-10-15	Paper
Asymptotic Theory for the Maximum of an Increasing Sequence of Parametric Functions	2017-07-09	Paper
Moment condition tests for heavy tailed time series	2017-05-12	Paper
Testing for Granger causality with mixed frequency data	2016-03-01	Paper
Tail Index Estimation for a Filtered Dependent Time Series	2015-11-03	Paper
Robust estimation and inference for heavy tailed GARCH	2015-08-05	Paper
Robust generalized empirical likelihood for heavy tailed autoregressions with conditionally heteroscedastic errors	2015-02-20	Paper
Robust score and portmanteau tests of volatility spillover	2014-11-24	Paper
Are there common values in first-price auctions? A tail-index nonparametric test	2014-03-18	Paper
Least tail-trimmed squares for infinite variance autoregressions	2013-10-09	Paper
TAIL AND NONTAIL MEMORY WITH APPLICATIONS TO EXTREME VALUE AND ROBUST STATISTICS	2011-08-16	Paper
Extremal memory of stochastic volatility with an application to tail shape inference	2010-11-19	Paper
ON TAIL INDEX ESTIMATION FOR DEPENDENT, HETEROGENEOUS DATA	2010-10-14	Paper
On functional central limit theorems for dependent, heterogeneous arrays with applications to tail index and tail dependence estimation	2009-04-08	Paper
Strong orthogonal decompositions and non-linear impulse response functions for infinite-variance processes	2007-01-30	Paper

Research outcomes over time

Doctoral students

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Known relations from the MaRDI Knowledge Graph

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