Pages that link to "Item:Q5093198"

The following pages link to A heteroskedasticity and autocorrelation robust<i>F</i>test using an orthonormal series variance estimator (Q5093198):

Displaying 22 items.

• Fixed-smoothing asymptotics in the generalized empirical likelihood estimation framework (Q284309) (← links)
• Sieve semiparametric two-step GMM under weak dependence (Q496156) (← links)
• Asymptotic \(F\) and \(t\) tests in an efficient GMM setting (Q524822) (← links)
• Fixed bandwidth asymptotics for the Studentized mean of fractionally integrated processes (Q1672748) (← 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)
• Inference without smoothing for large panels with cross-sectional and temporal dependence (Q2024477) (← links)
• Inference in time series models using smoothed-clustered standard errors (Q2043259) (← links)
• Ridge regression revisited: debiasing, thresholding and bootstrap (Q2148980) (← links)
• Asymptotic F tests under possibly weak identification (Q2190247) (← links)
• Improved quantile inference via fixed-smoothing asymptotics and Edgeworth expansion (Q2343759) (← links)
• On a general class of long run variance estimators (Q2446261) (← links)
• Sieve inference on possibly misspecified semi-nonparametric time series models (Q2512629) (← 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 asymptotically F-distributed Chow test in the presence of heteroscedasticity and autocorrelation (Q5065204) (← links)
• An Asymptotic <i>F</i> Test for Uncorrelatedness in the Presence of Time Series Dependence (Q5121010) (← links)
• Fixed Bandwidth Inference for Fractional Cointegration (Q5226146) (← 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)
• Is Newey-West optimal among first-order kernels? (Q6199656) (← links)