Fixed-b asymptotic approximation of the sampling behaviour of nonparametric spectral density estimators
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Publication:3608191
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- Fixed-b asymptotic approximation of the sampling behaviour of nonparametric spectral density estimators
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Cited in
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- Fixed-b asymptotic approximation of the sampling behaviour of nonparametric spectral density estimators
- Editorial: Causality, prediction, and specification analysis: recent advances and future directions
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- Fixed-\(b\) analysis of LM-type tests for a shift in mean
- A non-local perspective on the power properties of the CUSUM and CUSUM of squares tests for structural change
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- Spectral density and spectral distribution inference for long memory time series via fixed-b asymptotics
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- Long run variance estimation and robust regression testing using sharp origin kernels with no truncation
- A Review of Seasonal Adjustment Diagnostics
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- Nonparametric pseudo-Lagrange multiplier stationarity testing
- Improving robust model selection tests for dynamic models
- A test of the null of integer integration against the alternative of fractional integration
- Some fixed-\(b\) results for regressions with high frequency data over long spans
- Stationarity testing under nonlinear models. Some asymptotic results
- Finite sample performance of a long run variance estimator based on exactly (almost) unbiased autocovariance estimators
- BIAS-CORRECTED NONPARAMETRIC SPECTRAL ESTIMATION
- Inference on difference-in-differences average treatment effects: a fixed-\(b\) approach
- HIGHER-ORDER ACCURATE, POSITIVE SEMIDEFINITE ESTIMATION OF LARGE-SAMPLE COVARIANCE AND SPECTRAL DENSITY MATRICES
- Regression discontinuity and heteroskedasticity robust standard errors: evidence from a fixed-bandwidth approximation
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