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.
- Copula structured M4 processes with application to high-frequency financial data (Q308364) (← links)
- Generalized moment estimation of stochastic differential equations (Q311323) (← links)
- Are spectral estimators useful for long-run restrictions in SVARs? (Q318860) (← links)
- A noisy principal component analysis for forward rate curves (Q319733) (← links)
- Optimal eigen expansions and uniform bounds (Q343789) (← links)
- Fixed-smoothing asymptotics for time series (Q366976) (← links)
- A toolbox of permutation tests for structural change (Q379927) (← links)
- Improving the bandwidth-free inference methods by prewhitening (Q394095) (← links)
- Asymptotic normality of Powell's kernel estimator (Q421405) (← links)
- Computing and estimating information matrices of weak ARMA models (Q425392) (← links)
- Time varying CAPM betas and banking sector risk (Q433198) (← links)
- Realized Laplace transforms for pure-jump semimartingales (Q447866) (← links)
- On variance estimation in a negative binomial time series regression model (Q450867) (← links)
- Efficient estimation of general dynamic models with a continuum of moment conditions (Q451261) (← links)
- On the Dickey-Fuller test with white standard errors (Q451360) (← links)
- Robust monitoring of CAPM portfolio betas. II (Q458632) (← links)
- A review of empirical likelihood methods for time series (Q466523) (← links)
- Multi-scale tests for serial correlation (Q473345) (← links)
- Persistence under temporal aggregation and differencing (Q485617) (← links)
- Estimation of the variance of the quasi-maximum likelihood estimator of weak VARMA models (Q485924) (← links)
- Risks of large portfolios (Q494174) (← links)
- A test of the null of integer integration against the alternative of fractional integration (Q494391) (← links)
- Sieve semiparametric two-step GMM under weak dependence (Q496156) (← links)
- Testing for factor loading structural change under common breaks (Q496159) (← links)
- An introduction to functional data analysis and a principal component approach for testing the equality of mean curves (Q496981) (← links)
- Restoring monotonic power in Wald/LM-type tests (Q498747) (← links)
- A model-free test for contagion between crude oil and stock markets (Q500512) (← links)
- Estimation of average treatment effects with panel data: asymptotic theory and implementation (Q506048) (← links)
- Monitoring multivariate time series (Q511999) (← links)
- A fixed-bandwidth view of the pre-asymptotic inference for kernel smoothing with time series data (Q515139) (← links)
- Cointegration testing under structural change: reducing size distortions and improving power of residual based tests (Q520400) (← links)
- Asymptotic \(F\) and \(t\) tests in an efficient GMM setting (Q524822) (← links)
- Segmenting mean-nonstationary time series via trending regressions (Q527952) (← links)
- Beyond panel unit root tests: using multiple testing to determine the nonstationarity properties of individual series in a panel (Q527968) (← links)
- Sieve estimation of panel data models with cross section dependence (Q527969) (← links)
- Robustifying multivariate trend tests to nonstationary volatility (Q527989) (← links)
- Robust inference in nonstationary time series models (Q527996) (← links)
- Inference regarding multiple structural changes in linear models with endogenous regressors (Q528045) (← links)
- GEL statistics under weak identification (Q528051) (← links)
- Kernel-weighted GMM estimators for linear time series models (Q528056) (← links)
- Partial maximum likelihood estimation of spatial probit models (Q528121) (← links)
- Rank tests for short memory stationarity (Q528124) (← links)
- Powerful tests for structural changes in volatility (Q528175) (← links)
- Empirical likelihood block bootstrapping (Q530588) (← links)
- Simultaneous selection and weighting of moments in GMM using a trapezoidal kernel (Q530945) (← links)
- A semiparametric cointegrating regression: investigating the effects of age distributions on consumption and saving (Q530986) (← links)
- Multivariate portmanteau test for structural VARMA models with uncorrelated but non-independent error terms (Q538155) (← links)
- Market timing: recent development and a new test (Q547079) (← links)
- How useful is yet another data-driven bandwidth in long-run variance estimation? A simulation study on cointegrating regressions (Q547102) (← links)
- Kernel estimators of asymptotic variance for adaptive Markov chain Monte Carlo (Q548543) (← links)
