Pages that link to "Item:Q156125"

The following pages link to Heteroskedasticity and Autocorrelation Consistent Covariance Matrix Estimation (Q156125):

Displaying 50 items.

• Estimation of time series models using residuals dependence measures (Q2105206) (← links)
• Rate-optimal cluster-randomized designs for spatial interference (Q2105207) (← links)
• Testing for parameter instability and structural change in persistent predictive regressions (Q2106367) (← links)
• The drift burst hypothesis (Q2116347) (← links)
• Copula-based time series with filtered nonstationarity (Q2116363) (← links)
• Block bootstrapping for a panel mean break test (Q2131936) (← links)
• Nonparametric estimation of time varying correlation coefficient (Q2131990) (← links)
• A general panel break test based on the self-normalization method (Q2132016) (← links)
• Targeted principal components regression (Q2140873) (← links)
• Predictability of cryptocurrency returns: evidence from robust tests (Q2148734) (← links)
• Optimal difference-based variance estimators in time series: a general framework (Q2148979) (← links)
• Goodness-of-fit tests for SPARMA models with dependent error terms (Q2151745) (← links)
• Sequential change point detection in high dimensional time series (Q2154962) (← links)
• Posterior-based Wald-type statistics for hypothesis testing (Q2155308) (← links)
• Confidence intervals with higher accuracy for short and long-memory linear processes (Q2165841) (← links)
• Global temperatures and greenhouse gases: a common features approach (Q2171998) (← links)
• Efficient estimation of heterogeneous coefficients in panel data models with common shocks (Q2173185) (← links)
• Deviance information criterion for latent variable models and misspecified models (Q2173191) (← links)
• A robust test for predictability with unknown persistence (Q2179772) (← links)
• Adjustments of Rao's score test for distributional and local parametric misspecifications (Q2181487) (← links)
• Testing for stationarity at high frequency (Q2182131) (← links)
• Block wild bootstrap-based CUSUM tests robust to high persistence and misspecification (Q2189616) (← links)
• Virtual historical simulation for estimating the conditional VaR of large portfolios (Q2190229) (← links)
• Asymptotic F tests under possibly weak identification (Q2190247) (← links)
• Testing normality of data on a multivariate grid (Q2196122) (← links)
• A mean-difference test based on self-normalization for alternating regime index data sets (Q2208629) (← links)
• Hypothesis testing for high-dimensional time series via self-normalization (Q2215757) (← links)
• Testing for boundary conditions in case of fractionally integrated processes (Q2218638) (← links)
• Asymptotic variance of test statistics in the ML and QML frameworks (Q2223179) (← links)
• The term structure of equity and variance risk premia (Q2224879) (← links)
• Inferential theory for heterogeneity and cointegration in large panels (Q2224989) (← links)
• Inference in second-order identified models (Q2227050) (← links)
• Simple and reliable estimators of coefficients of interest in a model with high-dimensional confounding effects (Q2227062) (← links)
• Uniform nonparametric inference for time series (Q2227073) (← links)
• Testing-optimal kernel choice in HAR inference (Q2227076) (← links)
• A comparison of two modified stationarity tests. A Monte Carlo study (Q2229023) (← links)
• Detection and attribution of climate change through econometric methods (Q2254700) (← links)
• Statistical analysis of autoregressive fractionally integrated moving average models in R (Q2259223) (← links)
• Unbounded heteroscedasticity in first-order autoregressive models and the Eicker-White asymptotic variance estimator (Q2270348) (← links)
• Exchange rates and fundamentals under adaptive learning (Q2271674) (← links)
• Optimal two-sided tests for instrumental variables regression with heteroskedastic and autocorrelated errors (Q2280578) (← links)
• Inference related to common breaks in a multivariate system with joined segmented trends with applications to global and hemispheric temperatures (Q2280606) (← links)
• A new consistency proof for HAC variance estimators (Q2292789) (← links)
• Sequential monitoring for changes from stationarity to mild non-stationarity (Q2295810) (← links)
• Testing for the null of block zero restrictions in common factor models (Q2300345) (← links)
• Monitoring parameter changes in models with a trend (Q2301122) (← links)
• Multiscale clustering of nonparametric regression curves (Q2305994) (← links)
• Identifying the number of factors using a white noise test (Q2322652) (← links)
• Change-in-mean tests in long-memory time series: a review of recent developments (Q2324321) (← links)
• Further results on size and power of heteroskedasticity and autocorrelation robust tests, with an application to trend testing (Q2326985) (← links)