Pages that link to "Item:Q1934126"

The following pages link to Robust M tests using kernel-based estimators with bandwidth equal to sample size (Q1934126):

Displaying 6 items.

• Long run variance estimation and robust regression testing using sharp origin kernels with no truncation (Q866643) (← links)
• Robust adaptive rate-optimal testing for the white noise hypothesis (Q2442454) (← links)
• Testing over-identifying restrictions without consistent estimation of the asymptotic covariance matrix (Q2451794) (← links)
• The Portmanteau Tests and the LM Test for ARMA Models with Uncorrelated Errors (Q4976480) (← links)
• The Error in Rejection Probability of Simple Autocorrelation Robust Tests (Q5475037) (← links)
• A simple portmanteau test with data-driven truncation point (Q6567422) (← links)