Pages that link to "Item:Q4013241"
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The following pages link to Consistent Covariance Matrix Estimation for Dependent Heterogeneous Processes (Q4013241):
Displaying 6 items.
- Invariant tests based on<i>M</i>-estimators, estimating functions, and the generalized method of moments (Q5864460) (← links)
- Nonlinear estimation using estimated cointegrating relations (Q5931141) (← links)
- On improving the robustness and reliability of Rao's score test (Q5943799) (← links)
- The fixed-\(b\) limiting distribution and the ERP of HAR tests under nonstationarity (Q6193066) (← links)
- Prewhitened long-run variance estimation robust to nonstationarity (Q6573810) (← links)
- HAC Covariance Matrix Estimation in Quantile Regression (Q6631727) (← links)