Pages that link to "Item:Q4615909"

The following pages link to Fixed-Smoothing Asymptotics in a Two-Step Generalized Method of Moments Framework (Q4615909):

Displaying 22 items.

• Fixed-smoothing asymptotics in the generalized empirical likelihood estimation framework (Q284309) (← links)
• A noisy principal component analysis for forward rate curves (Q319733) (← links)
• Dynamic panels with threshold effect and endogeneity (Q337767) (← links)
• A fixed-bandwidth view of the pre-asymptotic inference for kernel smoothing with time series data (Q515139) (← links)
• Asymptotic \(F\) and \(t\) tests in an efficient GMM setting (Q524822) (← 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)
• A simple and trustworthy asymptotic \(t\) test in difference-in-differences regressions (Q2000831) (← links)
• Simple and trustworthy cluster-robust GMM inference (Q2024463) (← links)
• Efficient estimation of heterogeneous coefficients in panel data models with common shocks (Q2173185) (← links)
• Asymptotic F tests under possibly weak identification (Q2190247) (← links)
• Finite-sample corrected inference for two-step GMM in time series (Q2697990) (← links)
• SIMPLE, ROBUST, AND ACCURATE<i>F</i>AND<i>t</i>TESTS IN COINTEGRATED SYSTEMS (Q4585026) (← links)
• An Asymptotic <i>F</i> Test for Uncorrelatedness in the Presence of Time Series Dependence (Q5121010) (← links)
• HETEROSKEDASTICITY AUTOCORRELATION ROBUST INFERENCE IN TIME SERIES REGRESSIONS WITH MISSING DATA (Q5384845) (← links)
• Some impossibility results for inference with cluster dependence with large clusters (Q6090604) (← links)
• Theory of evolutionary spectra for heteroskedasticity and autocorrelation robust inference in possibly misspecified and nonstationary models (Q6108257) (← links)
• Asymptotic F test in regressions with observations collected at high frequency over long span (Q6108300) (← links)
• Robust inference on infinite and growing dimensional time-series regression (Q6536576) (← links)
• A Simple Asymptotically <i>F</i>-Distributed Portmanteau Test for Diagnostic Checking of Time Series Models With Uncorrelated Innovations (Q6620880) (← links)
• HAR Inference: Recommendations for Practice (Q6623204) (← links)
• Comment (Q6623207) (← links)
• Optimal HAR inference (Q6646170) (← links)