Pages that link to "Item:Q3377446"

The following pages link to A NEW ASYMPTOTIC THEORY FOR HETEROSKEDASTICITY-AUTOCORRELATION ROBUST TESTS (Q3377446):

Displaying 50 items.

• Placebo inference on treatment effects when the number of clusters is small (Q2330752) (← links)
• A unifying theory of tests of rank (Q2397723) (← links)
• A martingale decomposition for quadratic forms of Markov chains (with applications) (Q2434497) (← links)
• Low-frequency robust cointegration testing (Q2439861) (← links)
• On a general class of long run variance estimators (Q2446261) (← links)
• A general approach to the joint asymptotic analysis of statistics from sub-samples (Q2447093) (← 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)
• Testing over-identifying restrictions without consistent estimation of the asymptotic covariance matrix (Q2451794) (← links)
• Spectral density and spectral distribution inference for long memory time series via fixed-b asymptotics (Q2451815) (← links)
• Integrated modified OLS estimation and fixed-\(b\) inference for cointegrating regressions (Q2512527) (← links)
• An asymptotic analysis of likelihood-based diffusion model selection using high frequency data (Q2512621) (← links)
• Let's fix it: fixed-\(b\) asymptotics versus small-\(b\) asymptotics in heteroskedasticity and autocorrelation robust inference (Q2512630) (← links)
• Nonparametric inference based on conditional moment inequalities (Q2512637) (← links)
• Estimation and inference in semiparametric quantile factor models (Q2658787) (← links)
• Finite-sample corrected inference for two-step GMM in time series (Q2697990) (← links)
• The Block-Block Bootstrap for Time Series (Q2859302) (← links)
• A FIXED-<i>b</i>TEST FOR A BREAK IN LEVEL AT AN UNKNOWN TIME UNDER FRACTIONAL INTEGRATION (Q2933189) (← links)
• Improving robust model selection tests for dynamic models (Q3004021) (← links)
• Accurately sized test statistics with misspecified conditional homoskedasticity (Q3019825) (← links)
• TESTING FOR A SHIFT IN TREND AT AN UNKNOWN DATE: A FIXED-<i>B</i> ANALYSIS OF HETEROSKEDASTICITY AUTOCORRELATION ROBUST OLS-BASED TESTS (Q3100979) (← links)
• THE MOVING BLOCKS BOOTSTRAP FOR PANEL LINEAR REGRESSION MODELS WITH INDIVIDUAL FIXED EFFECTS (Q3100981) (← links)
• The impact of the initial condition on robust tests for a linear trend (Q3103185) (← links)
• Stationarity testing under nonlinear models. Some asymptotic results (Q3103194) (← links)
• POWER MAXIMIZATION AND SIZE CONTROL IN HETEROSKEDASTICITY AND AUTOCORRELATION ROBUST TESTS WITH EXPONENTIATED KERNELS (Q3108569) (← links)
• Parametric Inference in Stationary Time Series Models with Dependent Errors (Q3145568) (← links)
• Fixed-b asymptotic approximation of the sampling behaviour of nonparametric spectral density estimators (Q3608191) (← links)
• THE IMPOSSIBILITY OF CONSISTENT DISCRIMINATION BETWEEN I(0) AND I(1) PROCESSES (Q3632393) (← links)
• A term structure model of interest rates with quadratic volatility (Q4554488) (← links)
• A self-normalizing approach to the specification test of mixed-frequency models (Q4563504) (← links)
• SIMPLE, ROBUST, AND ACCURATE<i>F</i>AND<i>t</i>TESTS IN COINTEGRATED SYSTEMS (Q4585026) (← links)
• HETEROSKEDASTICITY-AUTOCORRELATION ROBUST TESTING USING BANDWIDTH EQUAL TO SAMPLE SIZE (Q4807336) (← links)
• Fixed‐<i>b</i>analysis of LM‐type tests for a shift in mean (Q4913918) (← links)
• Generalized $$C(\alpha )$$ Tests for Estimating Functions with Serial Dependence (Q4976481) (← links)
• Unit root testing with slowly varying trends (Q4997689) (← links)
• An asymptotically F-distributed Chow test in the presence of heteroscedasticity and autocorrelation (Q5065204) (← links)
• A bootstrap bias correction of long run fourth order moment estimation in the CUSUM of squares test (Q5107751) (← links)
• An Asymptotic <i>F</i> Test for Uncorrelatedness in the Presence of Time Series Dependence (Q5121010) (← links)
• HIGHER-ORDER ACCURATE, POSITIVE SEMIDEFINITE ESTIMATION OF LARGE-SAMPLE COVARIANCE AND SPECTRAL DENSITY MATRICES (Q5199496) (← links)
• BLOCK BOOTSTRAP HAC ROBUST TESTS: THE SOPHISTICATION OF THE NAIVE BOOTSTRAP (Q5199497) (← links)
• Testing for parameter constancy in the time series direction in panel data models (Q5220921) (← links)
• Fixed Bandwidth Inference for Fractional Cointegration (Q5226146) (← links)
• Asymptotic Behavior of Optimal Weighting in Generalized Self‐Normalization for Time Series (Q5237533) (← links)
• The Dependent Random Weighting (Q5251502) (← links)
• Small‐<i>b</i> and Fixed‐<i>b</i> Asymptotics for Weighted Covariance Estimation in Fractional Cointegration (Q5256818) (← links)
• HETEROSKEDASTICITY AUTOCORRELATION ROBUST INFERENCE IN TIME SERIES REGRESSIONS WITH MISSING DATA (Q5384845) (← links)
• FIXED-B ASYMPTOTICS FOR THE STUDENTIZED MEAN FROM TIME SERIES WITH SHORT, LONG, OR NEGATIVE MEMORY (Q5389962) (← links)
• Subsampling inference for the autocovariances and autocorrelations of long‐memory heavy‐ tailed linear time series (Q5397967) (← links)
• Nonmonotonic power for tests of a mean shift in a time series§ (Q5425736) (← links)
• <i>M</i>Tests with a New Normalization Matrix (Q5863556) (← links)