Pages that link to "Item:Q156125"
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The following pages link to Heteroskedasticity and Autocorrelation Consistent Covariance Matrix Estimation (Q156125):
Displaying 50 items.
- A CUSUM test for cointegration using regression residuals (Q1867711) (← links)
- Testing for stationarity with a break (Q1867712) (← links)
- Stochastic cointegration: estimation and inference. (Q1867746) (← links)
- Rescaled variance and related tests for long memory in volatility and levels (Q1868970) (← links)
- Jackknifing type weighted least squares estimators in partially linear regression models. (Q1871309) (← links)
- Size and power of some cointegration tests under structural breaks and heteroskedastfc noise (Q1871698) (← links)
- Tests for the order of integration against higher order integration (Q1880276) (← links)
- Tests for seasonal unit roots. General to specific or specific to general? (Q1899239) (← links)
- A simple message for autocorrelation correctors: Don't (Q1899249) (← links)
- Estimating simultaneous equations models by a simulation technique (Q1905949) (← links)
- Residual-based tests for cointegration in models with regime shifts (Q1906289) (← links)
- Tests for cointegration. A Monte Carlo comparison (Q1915441) (← links)
- Testing for structural breaks in cointegrated relationships (Q1915456) (← links)
- On the power of the KPSS test of stationarity against fractionally-integrated alternatives (Q1922367) (← links)
- Covariate unit root tests with good size and power (Q1927093) (← links)
- Localized level crossing random walk test robust to the presence of structural breaks (Q1927116) (← links)
- Recursive mean adjustment for panel unit root tests (Q1927573) (← links)
- The block bootstrap test of Hausman's exogeneity in the presence of serial correlation (Q1929079) (← links)
- Electricity market structure, electricity price, and its volatility (Q1934039) (← links)
- Restoring monotone power in the CUSUM test (Q1934668) (← links)
- Improved HAC covariance matrix estimation based on forecast errors (Q1934714) (← links)
- Asymptotic behavior of weakly dependent aggregated processes (Q1945281) (← links)
- Bayesian model selection based on parameter estimates from subsamples (Q1950737) (← links)
- Gaussian copula marginal regression (Q1950871) (← links)
- Testing the structural stability of temporally dependent functional observations and application to climate projections (Q1952249) (← links)
- Dependent functional data (Q1952694) (← links)
- A note on fully-modified estimation of seemingly unrelated regression models with integrated regressors. (Q1960671) (← links)
- Two stage least squares estimation in structural cointegration models (Q1962770) (← links)
- On functional limit theorems for multivariate linear processes with applications to sequential estimation (Q1969133) (← links)
- Covariance matrix estimation for estimators of mixing weak ARMA models (Q1970859) (← links)
- Testing time reversibility without moment restrictions (Q1971793) (← links)
- Testing for stationarity-ergodicity and for comovements between nonlinear discrete time Markov processes (Q1973429) (← links)
- A jackknife interpretation of the continuous updating estimator (Q1978760) (← links)
- Estimation of weak ARMA models with regime changes (Q1984643) (← links)
- Do TFP and the relative price of investment share a common I(1) component? (Q1994606) (← links)
- Estimation of longrun variance of continuous time stochastic process using discrete sample (Q2000826) (← links)
- A simple and trustworthy asymptotic \(t\) test in difference-in-differences regressions (Q2000831) (← links)
- A model-free consistent test for structural change in regression possibly with endogeneity (Q2000860) (← links)
- The effect of intermittent renewables on the electricity price variance (Q2011833) (← links)
- Limit theorems for network dependent random variables (Q2024457) (← links)
- Inference without smoothing for large panels with cross-sectional and temporal dependence (Q2024477) (← links)
- Comparing the marginal densities of two strictly stationary linear processes (Q2027224) (← links)
- Multivariate portmanteau tests for weak multiplicative seasonal VARMA models (Q2029218) (← links)
- Continuous record Laplace-based inference about the break date in structural change models (Q2043251) (← links)
- Statistical tests of a simple energy balance equation in a synthetic model of cotrending and cointegration (Q2043252) (← links)
- Inference in time series models using smoothed-clustered standard errors (Q2043259) (← links)
- Open-end nonparametric sequential change-point detection based on the retrospective CUSUM statistic (Q2044378) (← links)
- Solving the chaos model-data paradox in the cryptocurrency market (Q2045933) (← links)
- Feature extraction for functional time series: theory and application to NIR spectroscopy data (Q2078521) (← links)
- Clustering and forecasting multiple functional time series (Q2080765) (← links)
