Pages that link to "Item:Q866643"

The following pages link to Long run variance estimation and robust regression testing using sharp origin kernels with no truncation (Q866643):

Displaying 17 items.

• Robust trend inference with series variance estimator and testing-optimal smoothing parameter (Q738032) (← links)
• A new kernel for long-run variance estimates in seasonal time series models (Q1607261) (← links)
• Controlling the size of autocorrelation robust tests (Q1739596) (← links)
• Inference for modulated stationary processes (Q1940756) (← links)
• Estimation of longrun variance of continuous time stochastic process using discrete sample (Q2000826) (← links)
• On size and power of heteroskedasticity and autocorrelation robust tests (Q2801990) (← links)
• A limit theorem for quadratic forms and its applications (Q2886972) (← links)
• STUDENTIZING WEIGHTED SUMS OF LINEAR PROCESSES (Q2933196) (← links)
• POWER MAXIMIZATION AND SIZE CONTROL IN HETEROSKEDASTICITY AND AUTOCORRELATION ROBUST TESTS WITH EXPONENTIATED KERNELS (Q3108569) (← links)
• ASYMPTOTICS OF SPECTRAL DENSITY ESTIMATES (Q3580639) (← links)
• ASYMPTOTIC THEORY FOR SPECTRAL DENSITY ESTIMATES OF GENERAL MULTIVARIATE TIME SERIES (Q4599615) (← links)
• The Portmanteau Tests and the LM Test for ARMA Models with Uncorrelated Errors (Q4976480) (← links)
• Standard Errors for Nonparametric Regression (Q5861018) (← links)
• Bootstrap inference under cross‐sectional dependence (Q6067224) (← links)
• Is Newey-West optimal among first-order kernels? (Q6199656) (← links)
• Tail Spectral Density Estimation and Its Uncertainty Quantification: Another Look at Tail Dependent Time Series Analysis (Q6567938) (← links)
• Optimal HAR inference (Q6646170) (← links)