Spatial correlation robust inference
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Publication:6536502
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Cites work
- t-Statistic Based Correlation and Heterogeneity Robust Inference
- A heteroskedasticity and autocorrelation robust F test using an orthonormal series variance estimator
- A NEW ASYMPTOTIC THEORY FOR HETEROSKEDASTICITY-AUTOCORRELATION ROBUST TESTS
- A Simple, Positive Semi-Definite, Heteroskedasticity and Autocorrelation Consistent Covariance Matrix
- A theory of robust long-run variance estimation
- Almost sure weak convergence of random probability measures
- An invariance principle for fractional Brownian sheets
- Asymptotic inference for nearly nonstationary AR(1) processes
- Central limit theorems for long range dependent spatial linear processes
- Central limit theorems for weighted sums of a spatial process under a class of stochastic and fixed designs
- Elements of Hilbert Spaces and Operator Theory
- Fixed-b asymptotics for spatially dependent robust nonparametric covariance matrix estimators
- GMM estimation with cross sectional dependence
- HAC ESTIMATION BY AUTOMATED REGRESSION
- HAC estimation in a spatial framework
- HAR Inference: Recommendations for Practice
- Heteroskedasticity and Autocorrelation Consistent Covariance Matrix Estimation
- HETEROSKEDASTICITY AUTOCORRELATION ROBUST INFERENCE IN TIME SERIES REGRESSIONS WITH MISSING DATA
- Inequalities: theory of majorization and its applications
- Inference with dependent data using cluster covariance estimators
- Lower Risk Bounds and Properties of Confidence Sets for Ill-Posed Estimation Problems with Applications to Spectral Density and Persistence Estimation, Unit Roots, and Estimation of Long Memory Parameters
- Measuring uncertainty about long-run predictions
- Nearly optimal tests when a nuisance parameter is present under the null hypothesis
- Nearly weighted risk minimal unbiased estimation
- On learning with integral operators
- ROBUST COVARIANCE MATRIX ESTIMATION: HAC ESTIMATES WITH LONG MEMORY/ANTIPERSISTENCE CORRECTION
- Simple Robust Testing of Regression Hypotheses
- Spatial correlation robust inference
- Spatial Correlation Robust Inference in Linear Regression and Panel Models
- Spatial correlation robust inference with errors in location or distance
- Spatial heteroskedasticity and autocorrelation consistent estimation of covariance matrix
- Student's t-test for Gaussian scale mixtures
- Testing Models of Low-Frequency Variability
- The global distribution of economic activity: nature, history, and the role of trade
- Theory of reproducing kernels and applications
- Towards a unified asymptotic theory for autoregression
- Variation of discrete spectra
- Weak convergence to fractional brownian motion and to the rosenblatt process
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