Pages that link to "Item:Q6157651"
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The following pages link to The Size‐Power Tradeoff in HAR Inference (Q6157651):
Displaying 7 items.
- Theory of evolutionary spectra for heteroskedasticity and autocorrelation robust inference in possibly misspecified and nonstationary models (Q6108257) (← links)
- The fixed-\(b\) limiting distribution and the ERP of HAR tests under nonstationarity (Q6193066) (← links)
- Is Newey-West optimal among first-order kernels? (Q6199656) (← links)
- Prewhitened long-run variance estimation robust to nonstationarity (Q6573810) (← 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)