Pages that link to "Item:Q4807336"

The following pages link to HETEROSKEDASTICITY-AUTOCORRELATION ROBUST TESTING USING BANDWIDTH EQUAL TO SAMPLE SIZE (Q4807336):

Displaying 50 items.

• Testing for common deterministic trend slopes (Q262744) (← links)
• Size and power of tests of stationarity in highly autocorrelated time series (Q265023) (← links)
• Asymptotic properties of a robust variance matrix estimator for panel data when \(T\) is large (Q289174) (← links)
• A theory of robust long-run variance estimation (Q289220) (← links)
• Generalized empirical likelihood tests in time series models with potential identification failure (Q290944) (← links)
• Nonparametric functional central limit theorem for time series regression with application to self-normalized confidence interval (Q476245) (← links)
• A test of the null of integer integration against the alternative of fractional integration (Q494391) (← links)
• A fixed-bandwidth view of the pre-asymptotic inference for kernel smoothing with time series data (Q515139) (← links)
• Asymptotic \(F\) and \(t\) tests in an efficient GMM setting (Q524822) (← links)
• Spatial heteroskedasticity and autocorrelation consistent estimation of covariance matrix (Q737290) (← links)
• Robust trend inference with series variance estimator and testing-optimal smoothing parameter (Q738032) (← links)
• Inference with dependent data using cluster covariance estimators (Q738071) (← links)
• Simple and powerful GMM over-identification tests with accurate size (Q738121) (← links)
• A modified Wilcoxon test for change points in long-range dependent time series (Q777757) (← links)
• HAC estimation and strong linearity testing in weak ARMA models (Q860337) (← links)
• Long run variance estimation and robust regression testing using sharp origin kernels with no truncation (Q866643) (← links)
• Fixed bandwidth asymptotics for the Studentized mean of fractionally integrated processes (Q1672748) (← links)
• Should we go one step further? An accurate comparison of one-step and two-step procedures in a generalized method of moments framework (Q1739594) (← links)
• Controlling the size of autocorrelation robust tests (Q1739596) (← links)
• Weak \(\sigma\)-convergence: theory and applications (Q1740291) (← links)
• Finite sample performance of a long run variance estimator based on exactly (almost) unbiased autocovariance estimators (Q1787421) (← links)
• Robust M tests using kernel-based estimators with bandwidth equal to sample size (Q1934126) (← links)
• A simple and trustworthy asymptotic \(t\) test in difference-in-differences regressions (Q2000831) (← links)
• Adjusted-range self-normalized confidence interval construction for censored dependent data (Q2096226) (← links)
• Testing distributional assumptions using a continuum of moments (Q2227064) (← links)
• Testing-optimal kernel choice in HAR inference (Q2227076) (← links)
• Further results on size and power of heteroskedasticity and autocorrelation robust tests, with an application to trend testing (Q2326985) (← links)
• Placebo inference on treatment effects when the number of clusters is small (Q2330752) (← links)
• Nonparametric rank tests for non-stationary panels (Q2343816) (← links)
• A unifying theory of tests of rank (Q2397723) (← 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)
• Let's fix it: fixed-\(b\) asymptotics versus small-\(b\) asymptotics in heteroskedasticity and autocorrelation robust inference (Q2512630) (← 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)
• POWER MAXIMIZATION AND SIZE CONTROL IN HETEROSKEDASTICITY AND AUTOCORRELATION ROBUST TESTS WITH EXPONENTIATED KERNELS (Q3108569) (← links)
• A NEW ASYMPTOTIC THEORY FOR HETEROSKEDASTICITY-AUTOCORRELATION ROBUST TESTS (Q3377446) (← links)
• A self-normalizing approach to the specification test of mixed-frequency models (Q4563504) (← links)
• The Portmanteau Tests and the LM Test for ARMA Models with Uncorrelated Errors (Q4976480) (← 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)
• Fixed Bandwidth Inference for Fractional Cointegration (Q5226146) (← links)
• Small‐<i>b</i> and Fixed‐<i>b</i> Asymptotics for Weighted Covariance Estimation in Fractional Cointegration (Q5256818) (← links)
• Optimal Bandwidth Selection in Heteroskedasticity–Autocorrelation Robust Testing (Q5449870) (← links)
• Theory of evolutionary spectra for heteroskedasticity and autocorrelation robust inference in possibly misspecified and nonstationary models (Q6108257) (← links)
• Kolmogorov-Smirnov type testing for structural breaks: a new adjusted-range based self-normalization approach (Q6152637) (← 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)