Pages that link to "Item:Q289220"

The following pages link to A theory of robust long-run variance estimation (Q289220):

Displaying 29 items.

• A noisy principal component analysis for forward rate curves (Q319733) (← links)
• Fixed-smoothing asymptotics for time series (Q366976) (← links)
• Asymptotic \(F\) and \(t\) tests in an efficient GMM setting (Q524822) (← links)
• Robust trend inference with series variance estimator and testing-optimal smoothing parameter (Q738032) (← links)
• Simple and powerful GMM over-identification tests with accurate size (Q738121) (← links)
• Should we go one step further? An accurate comparison of one-step and two-step procedures in a generalized method of moments framework (Q1739594) (← links)
• Inference for modulated stationary processes (Q1940756) (← links)
• A simple and trustworthy asymptotic \(t\) test in difference-in-differences regressions (Q2000831) (← links)
• Simple and trustworthy cluster-robust GMM inference (Q2024463) (← links)
• Inference in time series models using smoothed-clustered standard errors (Q2043259) (← links)
• Adjusted-range self-normalized confidence interval construction for censored dependent data (Q2096226) (← links)
• Efficient estimation of heterogeneous coefficients in panel data models with common shocks (Q2173185) (← links)
• Asymptotic F tests under possibly weak identification (Q2190247) (← links)
• Low-frequency robust cointegration testing (Q2439861) (← links)
• Finite-sample corrected inference for two-step GMM in time series (Q2697990) (← links)
• Powerful Unit Root Tests Free of Nuisance Parameters (Q2815048) (← links)
• Detection of Stationary Errors in Multiple Regressions with Integrated Regressors and Cointegration (Q2854358) (← links)
• THE IMPOSSIBILITY OF CONSISTENT DISCRIMINATION BETWEEN I(0) AND I(1) PROCESSES (Q3632393) (← links)
• A POWERFUL TEST OF THE AUTOREGRESSIVE UNIT ROOT HYPOTHESIS BASED ON A TUNING PARAMETER FREE STATISTIC (Q3652618) (← links)
• SIMPLE, ROBUST, AND ACCURATE<i>F</i>AND<i>t</i>TESTS IN COINTEGRATED SYSTEMS (Q4585026) (← links)
• The asymptotic size and power of the augmented Dickey–Fuller test for a unit root (Q5860888) (← links)
• Ratio tests under limiting normality (Q5860944) (← links)
• Theory of evolutionary spectra for heteroskedasticity and autocorrelation robust inference in possibly misspecified and nonstationary models (Q6108257) (← links)
• Tail index estimation in the presence of covariates: stock returns' tail risk dynamics (Q6108353) (← links)
• Kolmogorov-Smirnov type testing for structural breaks: a new adjusted-range based self-normalization approach (Q6152637) (← links)
• INFERENCE ON THE DIMENSION OF THE NONSTATIONARY SUBSPACE IN FUNCTIONAL TIME SERIES (Q6156583) (← links)
• Sieve bootstrap inference for linear time-varying coefficient models (Q6190946) (← links)
• High-dimensional IV cointegration estimation and inference (Q6193065) (← links)
• Is Newey-West optimal among first-order kernels? (Q6199656) (← links)