Pages that link to "Item:Q156125"
From MaRDI portal
The following pages link to Heteroskedasticity and Autocorrelation Consistent Covariance Matrix Estimation (Q156125):
Displaying 50 items.
- A moment-based notion of time dependence for functional time series (Q2330725) (← links)
- Smoothed GMM for quantile models (Q2330749) (← links)
- Detecting gradual changes in locally stationary processes (Q2343960) (← links)
- Distribution theory of the least squares averaging estimator (Q2346023) (← links)
- Data driven smooth test of comparison for dependent sequences (Q2350057) (← links)
- Subsampling tests of parameter hypotheses and overidentifying restrictions with possible failure of identification (Q2353919) (← links)
- Portfolio performance sensitivity for various asset-pricing kernels (Q2384593) (← links)
- Spurious regression due to neglected of non-stationary volatility (Q2403404) (← links)
- Penalized generalized empirical likelihood in high-dimensional weakly dependent data (Q2418518) (← links)
- Nonparametric neural network estimation of Lyapunov exponents and a direct test for chaos (Q2439050) (← links)
- Testing for a unit root in panels with dynamic factors (Q2439090) (← links)
- Low-frequency robust cointegration testing (Q2439861) (← links)
- Are there common values in first-price auctions? A tail-index nonparametric test (Q2439866) (← links)
- A nonstandard empirical likelihood for time series (Q2443212) (← links)
- On a general class of long run variance estimators (Q2446261) (← links)
- Power monotonicity in detecting volatility levels change (Q2446476) (← links)
- Distribution theory for the Studentized mean for long, short, and negative memory time series (Q2448410) (← links)
- Heteroskedasticity and spatiotemporal dependence robust inference for linear panel models with fixed effects (Q2448412) (← links)
- \(M\)-procedures for detection of a change under weak dependence (Q2448799) (← links)
- Pre and post break parameter inference (Q2451770) (← links)
- Testing over-identifying restrictions without consistent estimation of the asymptotic covariance matrix (Q2451794) (← links)
- Unpredictability in economic analysis, econometric modeling and forecasting (Q2451813) (← links)
- Quasi-maximum likelihood estimation for multiple volatility shifts (Q2452776) (← links)
- Testing slope homogeneity in large panels with serial correlation (Q2453036) (← links)
- Weighted Dickey-Fuller processes for detecting stationarity (Q2455422) (← links)
- Asymptotic spectral theory for nonlinear time series (Q2456020) (← links)
- Effect of neglected deterministic seasonality on unit root tests (Q2457770) (← links)
- The performance of variance ratio unit root tests under nonlinear stationary TAR and STAR processes: evidence from Monte Carlo simulations and applications (Q2476609) (← links)
- Testing linearity in a cointegrating STR model for the money demand function: International evidence from G-7 countries (Q2479432) (← links)
- Sample covariance shrinkage for high dimensional dependent data (Q2482137) (← links)
- Blockwise bootstrap testing for stationarity (Q2489865) (← links)
- On discriminating between long-range dependence and changes in mean (Q2500449) (← links)
- On distinguishing multiple changes in mean and long-range dependence using local Whittle estimation (Q2509807) (← links)
- Model selection in under-specified equations facing breaks (Q2511787) (← links)
- Identification robust inference in cointegrating regressions (Q2511806) (← links)
- Integrated modified OLS estimation and fixed-\(b\) inference for cointegrating regressions (Q2512527) (← links)
- Testing a linear dynamic panel data model against nonlinear alternatives (Q2512605) (← links)
- Sieve inference on possibly misspecified semi-nonparametric time series models (Q2512629) (← links)
- Let's fix it: fixed-\(b\) asymptotics versus small-\(b\) asymptotics in heteroskedasticity and autocorrelation robust inference (Q2512630) (← links)
- Testing stationarity of functional time series (Q2512639) (← links)
- Inference for performance measures for financial assets (Q2515379) (← links)
- A semiparametric model for heterogeneous panel data with fixed effects (Q2516308) (← links)
- A data-driven smooth test of symmetry (Q2516319) (← links)
- Testing structural changes in panel data with small fixed panel size and bootstrap (Q2516566) (← links)
- Testing for the sandwich-form covariance matrix of the quasi-maximum likelihood estimator (Q2666046) (← links)
- Batch size selection for variance estimators in MCMC (Q2671217) (← links)
- Estimating Lyapunov exponents on a noisy environment by global and local Jacobian indirect algorithms (Q2673957) (← links)
- Estimating the variance of a combined forecast: bootstrap-based approach (Q2682957) (← links)
- A test for Kronecker product structure covariance matrix (Q2688652) (← links)
- Testing cointegration in quantile regressions with an application to the term structure of interest rates (Q2691647) (← links)
