Pages that link to "Item:Q6623204"
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The following pages link to HAR Inference: Recommendations for Practice (Q6623204):
Displaying 16 items.
- Spatial correlation robust inference (Q6536502) (← links)
- Robust inference on infinite and growing dimensional time-series regression (Q6536576) (← links)
- Measuring tail risk (Q6554228) (← links)
- Prewhitened long-run variance estimation robust to nonstationarity (Q6573810) (← links)
- Prediction intervals for economic fixed-event forecasts (Q6616412) (← links)
- In the praise of Prais-Winsten: an evaluation of methods used to account for autocorrelation in interrupted time series (Q6617484) (← links)
- Mean-Structure and Autocorrelation Consistent Covariance Matrix Estimation (Q6620845) (← links)
- A Simple Asymptotically <i>F</i>-Distributed Portmanteau Test for Diagnostic Checking of Time Series Models With Uncorrelated Innovations (Q6620880) (← links)
- Practical Methods for Modeling Weak VARMA Processes: Identification, Estimation and Specification With a Macroeconomic Application (Q6620935) (← links)
- Comment on "HAR Inference: Recommendations for Practice" (Q6623208) (← links)
- The Pricing of Tail Risk and the Equity Premium: Evidence From International Option Markets (Q6626342) (← links)
- HAC Covariance Matrix Estimation in Quantile Regression (Q6631727) (← links)
- Reassessing the evidence on factor and portfolio premia (Q6636978) (← links)
- Optimal HAR inference (Q6646170) (← links)
- Local projections vs. VARs: lessons from thousands of DGPs (Q6664644) (← links)
- Some fixed-\(b\) results for regressions with high frequency data over long spans (Q6664653) (← links)
