Pages that link to "Item:Q3608191"
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The following pages link to Fixed-b asymptotic approximation of the sampling behaviour of nonparametric spectral density estimators (Q3608191):
Displayed 19 items.
- A non-local perspective on the power properties of the CUSUM and CUSUM of squares tests for structural change (Q290950) (← links)
- A test of the null of integer integration against the alternative of fractional integration (Q494391) (← links)
- Robust trend inference with series variance estimator and testing-optimal smoothing parameter (Q738032) (← links)
- Heteroskedasticity, autocorrelation, and spatial correlation robust inference in linear panel models with fixed-effects (Q738124) (← links)
- Testing for adequacy of seasonal adjustment in the frequency domain (Q826978) (← links)
- Long run variance estimation and robust regression testing using sharp origin kernels with no truncation (Q866643) (← links)
- Finite sample performance of a long run variance estimator based on exactly (almost) unbiased autocovariance estimators (Q1787421) (← links)
- Nonparametric pseudo-Lagrange multiplier stationarity testing (Q1934472) (← links)
- Inference on difference-in-differences average treatment effects: a fixed-\(b\) approach (Q2000877) (← links)
- Regression discontinuity and heteroskedasticity robust standard errors: evidence from a fixed-bandwidth approximation (Q2312968) (← links)
- Editorial: Causality, prediction, and specification analysis: recent advances and future directions (Q2451796) (← links)
- Spectral density and spectral distribution inference for long memory time series via fixed-b asymptotics (Q2451815) (← links)
- Integrated modified OLS estimation and fixed-\(b\) inference for cointegrating regressions (Q2512527) (← links)
- Improving robust model selection tests for dynamic models (Q3004021) (← links)
- Stationarity testing under nonlinear models. Some asymptotic results (Q3103194) (← links)
- Fixed-b asymptotic approximation of the sampling behaviour of nonparametric spectral density estimators (Q3608191) (← links)
- Fixed‐<i>b</i>analysis of LM‐type tests for a shift in mean (Q4913918) (← links)
- HIGHER-ORDER ACCURATE, POSITIVE SEMIDEFINITE ESTIMATION OF LARGE-SAMPLE COVARIANCE AND SPECTRAL DENSITY MATRICES (Q5199496) (← links)
- Small‐<i>b</i> and Fixed‐<i>b</i> Asymptotics for Weighted Covariance Estimation in Fractional Cointegration (Q5256818) (← links)