Pages that link to "Item:Q3806654"
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The following pages link to A Simple, Positive Semi-Definite, Heteroskedasticity and Autocorrelation Consistent Covariance Matrix (Q3806654):
Displaying 50 items.
- Lasso Inference for High-Dimensional Time Series (Q95760) (← links)
- Statistical tests for multiple forecast comparison (Q105896) (← links)
- Contracting in space: An application of spatial statistics to discrete-choice models (Q109367) (← links)
- Diagnostic Checking in Multivariate ARMA Models With Dependent Errors Using Normalized Residual Autocorrelations (Q111926) (← links)
- GMM estimation with cross sectional dependence (Q113633) (← links)
- A simple test on structural change in long-memory time series (Q135940) (← links)
- Generalized method of trimmed moments (Q254204) (← links)
- Revisions in official data and forecasting (Q257675) (← links)
- Testing normality: a GMM approach (Q261889) (← links)
- Testing for common deterministic trend slopes (Q262744) (← links)
- Testing affine term structure models in case of transaction costs (Q262758) (← links)
- Nonparametric specification tests for conditional duration models (Q262795) (← links)
- Maximum likelihood and the bootstrap for nonlinear dynamic models (Q269240) (← links)
- Multivariate trend function testing with mixed stationary and integrated disturbances (Q272058) (← links)
- Generalized reduced rank tests using the singular value decomposition (Q274909) (← links)
- Bootstrapping GMM estimators for time series (Q275250) (← links)
- A fast subsampling method for nonlinear dynamic models (Q275251) (← links)
- Alternative bootstrap procedures for testing cointegration in fractionally integrated processes (Q275262) (← links)
- A parallel fuzzy GMM-algorithm for approximate VGARCH-modeling with a multi-modal discontinuous merit function (Q279444) (← links)
- Generalizing weak instrument robust IV statistics towards multiple parameters, unrestricted covariance matrices and identification statistics (Q280239) (← links)
- Patent activity and technical change (Q280261) (← links)
- HAC estimation in a spatial framework (Q280271) (← links)
- The origin of spatial interaction (Q280287) (← links)
- A multi-country approach to forecasting output growth using PMIs (Q281037) (← links)
- A bivariate INAR(1) model with different thinning parameters (Q284209) (← links)
- Testing the Markov property with high frequency data (Q288343) (← links)
- A unified approach to self-normalized block sampling (Q288844) (← links)
- Confidence sets for the date of a single break in linear time series regressions (Q289210) (← links)
- A theory of robust long-run variance estimation (Q289220) (← links)
- A class of stochastic unit-root bilinear processes: mixing properties and unit-root test (Q290958) (← links)
- Examining bias in estimators of linear rational expectations models under misspecification (Q291126) (← links)
- The missing link: using the NBER recession indicator to construct coincident and leading indices of economic activity (Q291644) (← links)
- Volatility comovement: a multifrequency approach (Q292013) (← links)
- Impact of jumps on returns and realised variances: econometric analysis of time-deformed Lévy processes (Q292014) (← links)
- What does the yield curve tell us about GDP growth? (Q292029) (← links)
- Regime switching for dynamic correlations (Q292034) (← links)
- An empirical investigation of the usefulness of ARFIMA models for predicting macroeconomic and financial time series (Q292039) (← links)
- Estimation of partial differential equations with applications in finance (Q295399) (← links)
- Estimating regional trade agreement effects on FDI in an interdependent world (Q295565) (← links)
- Methods for inference in large multiple-equation Markov-switching models (Q299218) (← links)
- Out of sample forecasts of quadratic variation (Q299250) (← links)
- Two estimators of the long-run variance: beyond short memory (Q302164) (← links)
- Improving the value at risk forecasts: theory and evidence from the financial crisis (Q310964) (← links)
- Generalized moment estimation of stochastic differential equations (Q311323) (← links)
- Are the representative agent's beliefs based on efficient econometric models? (Q318381) (← links)
- Are spectral estimators useful for long-run restrictions in SVARs? (Q318860) (← links)
- Fixed-smoothing asymptotics for time series (Q366976) (← links)
- When bubbles burst: econometric tests based on structural breaks (Q379933) (← links)
- Improving the bandwidth-free inference methods by prewhitening (Q394095) (← links)
- Computing and estimating information matrices of weak ARMA models (Q425392) (← links)
