Pages that link to "Item:Q1362034"
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The following pages link to Another heteroskedasticity- and autocorrelation-consistent covariance matrix estimator (Q1362034):
Displaying 18 items.
- Generalized reduced rank tests using the singular value decomposition (Q274909) (← links)
- Examining bias in estimators of linear rational expectations models under misspecification (Q291126) (← links)
- Using out-of-sample mean squared prediction errors to test the martingale difference hypothesis (Q291848) (← links)
- Interval forecasts and parameter uncertainty (Q291858) (← links)
- The properties of some covariance matrix estimators in linear models with AR(1) errors (Q374917) (← links)
- On variance estimation in a negative binomial time series regression model (Q450867) (← links)
- Determinacy, indeterminacy and dynamic misspecification in linear rational expectations models (Q528030) (← links)
- Sequences of bias-adjusted covariance matrix estimators under heteroskedasticity of unknown form (Q907059) (← links)
- A construction method of certain matrices required in the multivariate heteroscedastic method (Q1110220) (← links)
- Alternative HAC covariance matrix estimators with improved finite sample properties (Q1662087) (← links)
- Modeling the interdependence of volatility and inter-transaction duration processes. (Q1858921) (← links)
- A comparison of Hurst exponent estimators in long-range dependent curve time series (Q2246897) (← links)
- A TWO-STAGE PLUG-IN BANDWIDTH SELECTION AND ITS IMPLEMENTATION FOR COVARIANCE ESTIMATION (Q3577699) (← links)
- An Improved Heteroskedasticity and Autocorrelation Consistent Covariance Matrix Estimator (Q4013240) (← links)
- COMMON FEATURES IN TIME SERIES WITH BOTH DETERMINISTIC AND STOCHASTIC SEASONALITY (Q4432538) (← links)
- HIGHER-ORDER ACCURATE, POSITIVE SEMIDEFINITE ESTIMATION OF LARGE-SAMPLE COVARIANCE AND SPECTRAL DENSITY MATRICES (Q5199496) (← links)
- On improving the robustness and reliability of Rao's score test (Q5943799) (← links)
- Discussion of Lazarus, Lewis, Stock, and Watson, “HAR Inference: Recommendations for Practice” (Q6623205) (← links)
