The following pages link to Jonathan B. Hill (Q250901):
Displayed 22 items.
- Robust score and portmanteau tests of volatility spillover (Q473342) (← links)
- Moment condition tests for heavy tailed time series (Q528143) (← links)
- Extremal memory of stochastic volatility with an application to tail shape inference (Q607175) (← links)
- On functional central limit theorems for dependent, heterogeneous arrays with applications to tail index and tail dependence estimation (Q1011549) (← links)
- Testing a large set of zero restrictions in regression models, with an application to mixed frequency Granger causality (Q2227063) (← links)
- Robust generalized empirical likelihood for heavy tailed autoregressions with conditionally heteroscedastic errors (Q2256754) (← links)
- Are there common values in first-price auctions? A tail-index nonparametric test (Q2439866) (← links)
- Robust estimation and inference for heavy tailed GARCH (Q2515512) (← links)
- Least tail-trimmed squares for infinite variance autoregressions (Q2852489) (← links)
- Strong orthogonal decompositions and non-linear impulse response functions for infinite-variance processes (Q3417684) (← links)
- Tail Index Estimation for a Filtered Dependent Time Series (Q3449021) (← links)
- ON TAIL INDEX ESTIMATION FOR DEPENDENT, HETEROGENEOUS DATA (Q4933584) (← links)
- Consistent GMM Residuals-Based Tests of Functional Form (Q5080550) (← links)
- TAIL AND NONTAIL MEMORY WITH APPLICATIONS TO EXTREME VALUE AND ROBUST STATISTICS (Q5199499) (← links)
- A MAX-CORRELATION WHITE NOISE TEST FOR WEAKLY DEPENDENT TIME SERIES (Q5859558) (← links)
- Stochastically weighted average conditional moment tests of functional form (Q5881678) (← links)
- Testing for Granger causality with mixed frequency data (Q5964759) (← links)
- A smoothed \(p\)-value test when there is a nuisance parameter under the alternative (Q6076573) (← links)
- Asymptotic Theory for the Maximum of an Increasing Sequence of Parametric Functions (Q6288789) (← links)
- Weak-Identification Robust Wild Bootstrap applied to a Consistent Model Specification Test (Q6308246) (← links)
- Testing (Infinitely) Many Zero Restrictions (Q6352950) (← links)
- Testing Many Zero Restrictions in a High Dimensional Linear Regression Setting (Q6424060) (← links)