Pages that link to "Item:Q3377446"

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

Displaying 28 items.

• Discussion on: ``Bootstrap methods for dependent data: a review'' (Q5966192) (← links)
• Critical value functions for likelihood-ratio tests for normality (Q6066391) (← links)
• Bootstrap inference under cross‐sectional dependence (Q6067224) (← links)
• Theory of evolutionary spectra for heteroskedasticity and autocorrelation robust inference in possibly misspecified and nonstationary models (Q6108257) (← links)
• Asymptotic F test in regressions with observations collected at high frequency over long span (Q6108300) (← links)
• Tail index estimation in the presence of covariates: stock returns' tail risk dynamics (Q6108353) (← links)
• HAC robust trend comparisons among climate series with possible level shifts (Q6139093) (← links)
• Getting the ROC into Sync (Q6150352) (← links)
• Kolmogorov-Smirnov type testing for structural breaks: a new adjusted-range based self-normalization approach (Q6152637) (← links)
• Diagnostic Testing of Finite Moment Conditions for the Consistency and Root-N Asymptotic Normality of the GMM and M Estimators (Q6190331) (← links)
• Spatial Correlation Robust Inference in Linear Regression and Panel Models (Q6190718) (← links)
• Low Frequency Cointegrating Regression with Local to Unity Regressors and Unknown Form of Serial Dependence (Q6190778) (← links)
• The fixed-\(b\) limiting distribution and the ERP of HAR tests under nonstationarity (Q6193066) (← links)
• Robust testing for explosive behavior with strongly dependent errors (Q6193068) (← links)
• Correcting the bias of the sample cross‐covariance estimator (Q6194051) (← links)
• Is Newey-West optimal among first-order kernels? (Q6199656) (← links)
• Spatial correlation robust inference (Q6536502) (← links)
• Prewhitened long-run variance estimation robust to nonstationarity (Q6573810) (← links)
• Confidence Bands for ROC Curves With Serially Dependent Data (Q6623168) (← links)
• HAR Inference: Recommendations for Practice (Q6623204) (← links)
• Discussion of Lazarus, Lewis, Stock, and Watson, “HAR Inference: Recommendations for Practice” (Q6623205) (← links)
• Comment (Q6623207) (← links)
• Comment on "HAR Inference: Recommendations for Practice" (Q6623208) (← links)
• A General Framework for Constructing Locally Self-Normalized Multiple-Change-Point Tests (Q6626241) (← links)
• HAC Covariance Matrix Estimation in Quantile Regression (Q6631727) (← links)
• Optimal HAR inference (Q6646170) (← links)
• Fixed-\(b\) asymptotics for panel models with two-way clustering (Q6664618) (← links)
• Some fixed-\(b\) results for regressions with high frequency data over long spans (Q6664653) (← links)